2026-09-19T12:43:13Zhttps://iris.unitn.it/oai/requestoai:iris.unitn.it:11572/3982342024-02-09T00:02:11Zcom_11572_237821com_11572_101871col_11572_237822ou_ou00004
SDEs and MFGs towards Machine Learning applications
Garbelli, Matteo
Garbelli, Matteo
Di Persio, Luca
Stochastic Analysis, Backward Stochastic Differential Equations, Stochastic Differential Equations, BSDE, Mean Field Games, MFG, Master Equation, Machine Learning
Settore MAT/06 - Probabilita' e Statistica Matematica
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.
2023-12-04
info:eu-repo/semantics/doctoralThesis
https://hdl.handle.net/11572/398234
http://dx.doi.org/10.15168/11572_398234
10.15168/11572_398234
eng
firstpage:1
lastpage:203
numberofpages:203
info:eu-repo/semantics/openAccess
Università degli studi di Trento
place:TRENTO
license:Tutti i diritti riservati (All rights reserved)
license uri:iris.PRI01