Non-asymptotic convergence rates for mean-field games: weak formulation and McKean-Vlasov BSDEs

Date: 
Wednesday, 19 January, 2022 - 16:00 - 17:00
Venue: 
ZOOM Meeting ID: 987 0024 4497
Seminar Type: 
Hong Kong - Singapore Joint Seminar Series in Financial Mathematics/Engineering
Speaker Name: 
Professor Dylan Possamai
Affiliation: 
ETH, Zurich, Switzerland