Mathematical Finance, Stochastic Analysis, and Machine Learning Seminar by Jiaxuan Ye: Convergence of the equilibrium measure for the LQG Mean Field Game with a Common Noise
Speaker: Jiaxuan Ye, 91制片厂 Institute of Technology. Title: Convergence of the equilibrium measure for the LQG Mean Field Game with a Common Noise. Abstract: The convergence rate of equilibrium...