Mathematical Sciences Department Harold J. Gay Lecture Series: Jean-Pierre Fouque, University of California Santa Barbara

Poster for Jean-Pierre Fouque's Harold J. Gay lecture Series
Friday, September 20, 2024
11:00 am to 12:00 pm
Location
Floor/Room #
Floor 2, Room 201

Archived video of talk

Friday, September 20th, 2024

11:00 AM - 12:00 PM

Stratton hall 201

Title: Reinforcement Learning for Mean Field Game and Control Problems

Abstract: We present our recent results on multi-scale reinforcement learning
algorithms for mean field game and mean field control problems with
applications to finance

Audience(s)

DEPARTMENT(S):

Mathematical Sciences