Speaker: Jean-Pierre Fouque, University of California, Santa Barbara 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.   Hongwei Mei is inviting you to a scheduled Zoom meeting. Topic: Mathematical Finance Seminar Time: Oct 2, 2026 02:00 PM Central Time […]

Speaker: Dylan Possamaï, ETH Zürich Abstract: In this talk, we provide a general approach to reformulating any continuous-time stochastic Stackelberg differential game under closed-loop strategies as a single-level optimisation problem with target constraints. More precisely, we consider a Stackelberg game in which the leader and the follower can both control the drift and the volatility […]