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
De Benoît Henry
Apparaît dans la collection : 2022 - T1 - WS3 - Mathematical models in ecology and evolution
Joint work with Vincent Calvez, Sylvie Méléard and Viet Chi Tran.
It is usual to approximate PDE in biology using branching processes as microscopic mo-dels. The behavior of such processes, when linear, can then be investigated using tools such as many-to-one formulas and the associated spine processes. This process is typically a time-inhomogeneous Markov process. In this talk, we will discuss some homogenization phenomenon arising when approximating a PDE at stationarity for the time-reversed spine process