1月26日
研讨会, 演讲, 讲座
Department of Mathematics - Hong Kong - Singapore joint Seminar Series
in Financial Mathematics/Engineering - A coupling approach to the turnpike phenomenon in stochasticcontrol and McKean-Vlasov control
Coupling methods provide a powerful toolbox for the
quantitative analysis of the long-time behaviour of Markov
processes. In particular, coupling by reflection allows to
establish sharp exponential convergence results in