Seminar Probabilités-Statistiques-Contrôle

Event type:
Seminar
Event name:
Probabilités-Statistique-Contrôle
Start at:
february 17, 2020
Place:
15h30, Salle 2.3.20
Responsible team:
OC
Title:
Stochastic Analysis (in cooperation with CMAP, ENSAE)
Detail:
  • 15h30 - Jean-François CHASSAGNEUX (Paris Diderot).

        *Yet another learning algorithm for BSDEs.*
    
  • 16h30 - Café et discussion.

  • 17h00 - Andre GOMES DE OLIVEIRA (UNICAMP, Brésil).

           *Large deviations for Lévy diffusions in the small noise limit.*