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May 5, 2022
May 5, 2022
Welcome 10:40 - 10:45
10:45 - 11:30
Optimal Entropy-Transport Problems and Helinger-Kantorovich Distance
Optimal Entropy-Transport Problems and Helinger-Kantorovich Distance
Giuseppe Savaré
11:40 - 12:05
The Wasserstein space of stochastic processes
The Wasserstein space of stochastic processes
Mathias Beiglböck
12:05 - 12:30
The space of stochastic processes in continuous time
The space of stochastic processes in continuous time
Stefan Schrott
Lunch Break 12:30- 14:00
14:00 - 14:45
Swarm gradient dynamics for global optimization: the density case
Swarm gradient dynamics for global optimization: the density case
Stéphane Villeneuve
15:00 - 15:25
Finite State Mean Field Games with Common Shocks
Finite State Mean Field Games with Common Shocks
Berenice Anne Neumann
15:25 - 15:50
Submodular mean field games: Existence and approximation of solutions
Submodular mean field games: Existence and approximation of solutions
Jodi Dianetti
Short Break 15:50- 16:10
16:10 - 16:35
Mean-field games of finite-fuel capacity expansion with singular controls: analytical and numerical construction of solutions
Mean-field games of finite-fuel capacity expansion with singular controls: analytical and numerical construction of solutions
Maddalena Ghio
16:35 - 17:00
A McKean-Vlasov game of commodity production, consumption and trading
A McKean-Vlasov game of commodity production, consumption and trading
Ofelia Bonesini
Coffee Break 17:00- 17:30
de Finetti Risk Seminar
de Finetti Risk Seminar
17:30-18:30
17:30-18:30
W. Schachermayer
MARTINGALE TRANSPORT, DE MARCH–TOUZI PAVING, AND STRETCHED BROWNIAN MOTION IN ℝd
Social Dinner
Social Dinner
From 20:30 at "Casa Lodi"
From 20:30 at "Casa Lodi"
Via Cappellari, 3, 20123 Milano MI
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