Élise Devey - A Frank-Wolfe-Type Algorithm for High-Dimensional Stochastic Control Problems with Non-Exchangeable Agents

• 📅ven. 6 nov. 2026 · 16:00
• 📍IHP - Bâtiment Borel, Salle Maurice Fréchet — Tous les événements
  11 rue Pierre et Marie Curie, 75231 Paris Cedex 05

This talk by Élise Devey presents a Frank-Wolfe-type numerical algorithm for solving high-dimensional stochastic control problems, with a focus on settings involving many heterogeneous agents whose interactions are not exchangeable (i.e., agents cannot be treated as statistically identical or interchangeable).