Seminar

SDEs and MFGs towards Machine Learning applications

Cycle 36th Oral Defence of the Phd Thesis
4 December 2023
Start time 
11:00 am
PovoZero - Via Sommarive 14, Povo (Trento)
Seminar room 1 – Department of Mathematics
Organizer: 
Doctoral School in Mathematics
Target audience: 
University community
Attendance: 
Online – Registration required
Registration email: 
Contact person: 
Prof. Di Persio Luca

Matteo Garbelli - PhD in Mathematics, University of Trento

Abstract:
We present results that span three interconnected domains. Initially, our analysis is centred on Backward Stochastic Differential Equations (BSDEs) featuring time-delayed generators. Subsequently, we direct our interest towards Mean Field Games (MFGs) incorporating absorption aspects, with a focus on the corresponding Master Equation within a confined domain under the imposition of Dirichlet boundary conditions. The investigation culminates in exploring pertinent Machine Learning methodologies applied to financial and economic decision-making processes.