Solving Stackelberg Mean Field Games and Ergodic Robust Maximization of Asymptotic Growth

Solving Stackelberg Mean Field Games and Ergodic Robust Maximization of Asymptotic Growth

Attend a virtual talk series organized by the SIAM Activity Group on Financial Mathematics and Engineering, featuring two presentations on advanced mathematical topics. Explore the single level approach to solving Stackelberg Mean Field Games with Gökçe Dayanıkli from the University of Illinois Urbana-Champaign. Delve into the ergodic robust maximization of asymptotic growth with stochastic factors, presented by David Itkin from Imperial College London. Gain insights into cutting-edge research in mathematical finance and engineering during this 59-minute session. Participate in this biweekly series to stay updated on the latest developments in the field and connect with experts in financial mathematics and engineering.