New Trends and Challenges in Stochastic Differential Games
Videos from BIRS Workshop
Roxana Dumitrescu, King's College London
Tuesday Jun 25, 2024 11:00 - 11:30
(Chair: Haoyang Cao) Linear programming approach to mean-field games: theory, numerics and applications to energy transition
Erhan Bayraktar, University of Michigan
Tuesday Jun 25, 2024 13:00 - 13:30
(Chair: Ting Kam Leonard Wong) Prediction problems and second order parabolic equations in the Wasserstein space
Mehdi Talbi, Paris Cité University
Tuesday Jun 25, 2024 13:30 - 14:00
(Chair: Ting Kam Leonard Wong) Sannikov’s contracting problem with many Agents
Ziteng Cheng, University of Toronto
Tuesday Jun 25, 2024 14:00 - 14:30
(Chair: Ting Kam Leonard Wong) Mean field regrets in discrete-time games
Ronnie Sircar, Princeton University
Tuesday Jun 25, 2024 15:20 - 15:50
(Chair: Thibaut Mastrolia) Stochastic Games of Intensity Control for (Ticket) Pricing
Jing Zhang, Fudan University
Tuesday Jun 25, 2024 15:50 - 16:20
(Chair: Thibaut Mastrolia) Stochastic Differential Games with Random Coefficients and Stochastic Hamilton-Jacobi-Bellman-Isaacs Equations
Xinyu Li, UC Berkeley
Tuesday Jun 25, 2024 16:20 - 16:40
(Chair: Thibaut Mastrolia) Markov α-potential games
Hang Cheung, University of Calgary
Tuesday Jun 25, 2024 16:40 - 17:00
(Chair: Thibaut Mastrolia) Viscosity Solutions of a class of Second Order Hamilton-Jacobi-Bellman Equations in the Wasserstein Space
Gaozhan Wang, University of Southern California
Tuesday Jun 25, 2024 17:00 - 17:15
(Chair: Thibaut Mastrolia) Rate of Convergence of Policy Improvement Algorithm for Exploratory Stochastic Control Problems
Yufei Zhang, Imperial College London
Wednesday Jun 26, 2024 09:00 - 09:30
(Chair: Erhan Bayraktar) Towards An Analytical Framework for Potential Games
Jianjun Zhou, Northwest A&F University
Wednesday Jun 26, 2024 09:30 - 10:00
(Chair: Erhan Bayraktar) Viscosity Solutions of Second Order Path-Dependent Partial Differential Equations and Applications
Dylan Possamaï, ETH Zürich
Wednesday Jun 26, 2024 10:30 - 11:00
(Chair: Minyi Huang) A target approach to Stackelberg games
Alpár Mészáros, Durham University
Wednesday Jun 26, 2024 11:00 - 11:30
(Chair: Minyi Huang) Displacement monotonicity in mean field games: master equations and long time behavior
Bruno Bouchard, Université Paris Dauphine - PSL
Thursday Jun 27, 2024 09:00 - 10:00
(Chair: Jianfeng Zhang) A $C^1$-It\^o's formula for flows of semimartingale distributions
