Mathematical Sciences Department Harold J. Gay Lecture Series: Jean-Pierre Fouque, University of California Santa Barbara
Friday, September 20, 2024
11:00 am to 12:00 pm
11:00 am to 12:00 pm
Location
Floor/Room #
Floor 2, Room 201
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)