Optimal mean-field coarse-correlated equilibriaa linear-programming and no-regret approach
De Luciano Campi
Dynamic universal approximation and optimal control for path-dependent systems via signature SDEs
De Christa Cuchiero
Apparaît dans la collection : 2015 - T1 - Disordered systems, random spatial processes and some applications
In 1986, Kardar, Parisi and Zhang introduced a non-linear stochastic PDE to describe dynamics of interface motion. This KPZ equation has been studied intensively and extensively since then, but recently its one-dimensional version has been attracting particular attention because of its tractability and connections to various areas of mathematics and physics. In this lecture I will explain part of these developments . I will mainly focus on the height distribution for the KPZ equation. I will also explain the underlying algebraic structure such as random matrix theory, Schur process and Macdonald process in connection to related discrete interacting particle systems like ASEP and q-boson zero range process.