Stochastic maximum principle for optimal control problem of non exchangeable mean field systems
Talk, Advances of Financial Mathematics, Paris, France
All the informations are available online. Slides are available here.
Talks and presentations
Non-Exchangeable Mean Field Markov Decision Processes with common noise : from Bellman equation to quantitative propagation of chaos
Seminar, Ecole Polytechnique, Palaiseau, France
Informations about the seminar will be made available soon. Slides are available here.
Stochastic maximum principle for optimal control problem of non exchangeable mean field systems with application to the L-Q case
Talk, Humboldt University of Berlin, Berlin, Germany
All the informations are available online. Slides are available here.