Exhibition· Torino
Seminars in Statistics Anna De Crescenzo (ETH Zurich) - Heterogeneous mean-field systems
This seminar features Anna De Crescenzo (ETH Zurich) presenting her work on optimal control of mean-field systems with heterogeneous interactions, using graphon theory to prove propagation of chaos and establish Bellman dynamic programming equations over Wasserstein space, with applications to a linear-quadratic model and systemic risk among heterogeneous banks.