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Seminaire-Probabilites-Statistiques-Controle
"Seminar of "Stochastic Analysis"
- Contact : Francesco Russo - ENSTA Paris, Salle 2320
- Email: francesco.russo@ensta-paris.fr
ORGANIZERS
Francesco RUSSO (ENSTA Paris)
Danielle HILHORST (Orsay)
Alexandre RICHARD (CentralSupelec)
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PROGRAM (9 décembre 2024)
- 15h30 - Mao Fabrice DJETE (CMAP, Polytechnique).
McKean--Vlasov equations beyond Wasserstein topology and their
applications.
- 16h30 - Pause café et discussion.
- 17h00 - Benoît NIETO (CMAP Polytechnique).
Estimation of parameters and applications of Multi Mean Reverting processes.
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SOUTENANCE DE THESE (12 décembre 2024)
15h30- Thibaut BOURDAIS (ENSTA et EDF R&D)
About entropy penalized stochastic control problems.
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