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Collection Institute for Mathematics and its Applications Video Collection Remove constraint collection_name_s: Collection Creator Carmona, Rene (Princeton University) Remove constraint creator_ss: Creator
Implementation of a simple model: first example
Creator:
Carmona, Rene (Princeton University); Fehr, Max (London School of Economics and Political Science)
Created:
2010-06-08
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Implementation of a simple model: first example
Implementation of a simple model: second example
Creator:
Carmona, Rene (Princeton University); Fehr, Max (London School of Economics and Political Science)
Created:
2010-06-09
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Implementation of a simple model: second example
Binary martingales and option pricing: 1) Reduced form models; 2) Perturbation methods
Creator:
Carmona, Rene (Princeton University)
Created:
2010-06-14
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Binary martingales and option pricing: 1) Reduced form models; 2) Perturbation methods
Discrete time competitive equilibrium models for cap-and-trade schemes and the carbon tax
Creator:
Carmona, Rene (Princeton University)
Created:
2010-06-08
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Discrete time competitive equilibrium models for cap-and-trade schemes and the carbon tax
Discrete time competitive equilibrium models for cap-and-trade schemes and the clean development mechanism
Creator:
Carmona, Rene (Princeton University)
Created:
2010-06-10
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Discrete time competitive equilibrium models for cap-and-trade schemes and the clean development mechanism
Energy and emissions markets, and the existing cap-and-trade schemes
Creator:
Carmona, Rene (Princeton University)
Created:
2010-06-07
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Energy and emissions markets, and the existing cap-and-trade schemes
Examples of linear-quadratic stochastic games in environmental finance
Creator:
Carmona, Rene (Princeton University)
Created:
2010-06-18
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Examples of linear-quadratic stochastic games in environmental finance
Game theory, Nash equilibrium, and electricity prices with strategic market players
Creator:
Carmona, Rene (Princeton University)
Created:
2010-06-16
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Game theory, Nash equilibrium, and electricity prices with strategic market players
Mathematical models for allocation mechanisms and cost distribution
Creator:
Carmona, Rene (Princeton University)
Created:
2010-06-09
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Mathematical models for allocation mechanisms and cost distribution
Probabilistic Approach to Mean Field Games and the Control of McKean-Vlasov Dynamics
Description:
We review a series of recent results on Mean Field Games, including existence and the construction of approximate Nash equilibria. We also present the analog of the stochastic maximum principle approach to the optimal control of stochastic dynamics of the McKean-Vlasov type. In both cases existence results are proven by solving forward-backward ...
Creator:
Carmona, Rene (Princeton University)
Created:
2012-11-12
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Probabilistic Approach to Mean Field Games and the Control of McKean-Vlasov Dynamics
Singular BSDEs appearing in cap-and-trade models
Creator:
Carmona, Rene (Princeton University)
Created:
2010-06-15
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Singular BSDEs appearing in cap-and-trade models
Stochastic games: Pontryagin maximum principle and the Isaacs conditions
Creator:
Carmona, Rene (Princeton University)
Created:
2010-06-17
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Stochastic games: Pontryagin maximum principle and the Isaacs conditions
Stochastic optimization and first continuous time models of cap-and-trade schemes
Creator:
Carmona, Rene (Princeton University)
Created:
2010-06-11
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Stochastic optimization and first continuous time models of cap-and-trade schemes