Hilbert-Space Valued LQ Mean Field Games - An Infinite-Dimensional Analysis

Offered By: Fields Institute via YouTube

Course Description

Overview

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Explore an in-depth analysis of Hilbert-Space Valued Linear-Quadratic Mean Field Games in this 22-minute conference talk presented by Dena Firoozi from HEC Montréal at the Eastern Conference on Mathematical Finance. Delve into the complexities of infinite-dimensional analysis as applied to this advanced mathematical concept, gaining insights into its applications and implications for the field of mathematical finance.

Syllabus

Hilbert-Space Valued LQ Mean Field Games: An Infinite-Dimensional Analysis

Taught by

Fields Institute

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