New Trends and Challenges in Stochastic Differential Games

Videos from BIRS Workshop

, King's College London
- 11:30
(Chair: Haoyang Cao) Linear programming approach to mean-field games: theory, numerics and applications to energy transition
Watch video | Download video: 202406251100-Dumitrescu.mp4 (32M)
, University of Michigan
- 13:30
(Chair: Ting Kam Leonard Wong) Prediction problems and second order parabolic equations in the Wasserstein space
Watch video | Download video: 202406251300-Bayraktar.mp4 (35M)
, Paris Cité University
- 14:00
(Chair: Ting Kam Leonard Wong) Sannikov’s contracting problem with many Agents
Watch video | Download video: 202406251330-Talbi.mp4 (36M)
, University of Toronto
- 14:30
(Chair: Ting Kam Leonard Wong) Mean field regrets in discrete-time games
Watch video | Download video: 202406251400-Cheng.mp4 (24M)
, Princeton University
- 15:50
(Chair: Thibaut Mastrolia) Stochastic Games of Intensity Control for (Ticket) Pricing
Watch video | Download video: 202406251520-Sircar.mp4 (46M)
, Fudan University
- 16:20
(Chair: Thibaut Mastrolia) Stochastic Differential Games with Random Coefficients and Stochastic Hamilton-Jacobi-Bellman-Isaacs Equations
Watch video | Download video: 202406251550-Zhang.mp4 (31M)
, UC Berkeley
- 16:40
(Chair: Thibaut Mastrolia) Markov α-potential games
Watch video | Download video: 202406251620-Li.mp4 (33M)
, University of Calgary
- 17:00
(Chair: Thibaut Mastrolia) Viscosity Solutions of a class of Second Order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space
Watch video | Download video: 202406251640-Cheung.mp4 (23M)
, University of Southern California
- 17:15
(Chair: Thibaut Mastrolia) Rate of Convergence of Policy Improvement Algorithm for Exploratory Stochastic Control Problems
Watch video | Download video: 202406251700-Wang.mp4 (18M)
, Imperial College London
- 09:30
(Chair: Erhan Bayraktar) Towards An Analytical Framework for Potential Games
Watch video | Download video: 202406260900-Zhang.mp4 (43M)
, Northwest A&F University
- 10:00
(Chair: Erhan Bayraktar) Viscosity Solutions of Second Order Path-Dependent Partial Differential Equations and Applications
Watch video | Download video: 202406260930-Zhou.mp4 (39M)
, ETH Zürich
- 11:00
(Chair: Minyi Huang) A target approach to Stackelberg games
Watch video | Download video: 202406261030-Possamai.mp4 (36M)
, Durham University
- 11:30
(Chair: Minyi Huang) Displacement monotonicity in mean field games: master equations and long time behavior
Watch video | Download video: 202406261100-Meszaros.mp4 (40M)
, Université Paris Dauphine - PSL
- 10:00
(Chair: Jianfeng Zhang) A $C^1$-It\^o's formula for flows of semimartingale distributions
Watch video | Download video: 202406270900-Bouchard.mp4 (54M)
, Paris-Dauphine University
- 11:00
(Chair: Renyuan Xu) A statistical approach for simulating the density solution of a McKean-Vlasov equation
Watch video | Download video: 202406271030-Liu.mp4 (37M)
, NYU Shanghai
- 11:30
(Chair: Renyuan Xu) Deep Backward and Galerkin Methods for Learning Finite State Master Equations
Watch video | Download video: 202406271100-Lauriere.mp4 (42M)
, Université Paris-Dauphine - PSL
- 13:30
(Chair: Kelvin Shuangjian Zhang) Self-interacting approximation to McKean-Vlasov long time limit
Watch video | Download video: 202406271300-Ren.mp4 (38M)