© Universität Bielefeld
Center for Mathematical Economics
Published on
6. Juli 2026
Category
Allgemein
Federico Cannerozzi, Giorgio Ferrari, Anna Pajola, Tim Schütz and Ioannis Tzouanas at the 15th AIMS Conference
Federico Cannerozzi, Giorgio Ferrari, Anna Pajola, Tim Schütz, and Ioannis Tzouanas participate in the 15th AIMS Conference, taking place in Athens, Greece, from July 6 to 10, 2026.
The conference fosters collaboration among researchers in analysis, dynamical systems, differential equations, and their applications, encouraging the exchange of ideas across mathematical disciplines. During the conference, Federico Cannerozzi presents Stationary Mean-Field Singular Control of an Ornstein–Uhlenbeck Process, Anna Pajola gives a talk on Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise, Tim Schütz discusses Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model: The Complete Market Case, and Ioannis Tzouanas presents Learning Algorithm for Mean-Field Coarse Correlated Equilibrium: A Linear Programming Approach.
Federico Cannerozzi, Giorgio Ferrari, Anna Pajola, Tim Schütz und Ioannis Tzouanas nehmen an der 15th AIMS Conference teil, die vom 6. bis 10. Juli 2026 in Athen, Griechenland, stattfindet.
Die Konferenz fördert die Zusammenarbeit von Forschenden aus den Bereichen Analysis, Dynamische Systeme, Differentialgleichungen und deren Anwendungen und unterstützt den fachübergreifenden Austausch mathematischer Ideen. Auf der Konferenz präsentiert Federico Cannerozzi Stationary Mean-Field Singular Control of an Ornstein–Uhlenbeck Process, Anna Pajola hält einen Vortrag zu Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise, Tim Schütz spricht über Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model: The Complete Market Case, und Ioannis Tzouanas stellt Learning Algorithm for Mean-Field Coarse Correlated Equilibrium: A Linear Programming Approach vor.
The conference fosters collaboration among researchers in analysis, dynamical systems, differential equations, and their applications, encouraging the exchange of ideas across mathematical disciplines. During the conference, Federico Cannerozzi presents Stationary Mean-Field Singular Control of an Ornstein–Uhlenbeck Process, Anna Pajola gives a talk on Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise, Tim Schütz discusses Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model: The Complete Market Case, and Ioannis Tzouanas presents Learning Algorithm for Mean-Field Coarse Correlated Equilibrium: A Linear Programming Approach.
Federico Cannerozzi, Giorgio Ferrari, Anna Pajola, Tim Schütz und Ioannis Tzouanas nehmen an der 15th AIMS Conference teil, die vom 6. bis 10. Juli 2026 in Athen, Griechenland, stattfindet.
Die Konferenz fördert die Zusammenarbeit von Forschenden aus den Bereichen Analysis, Dynamische Systeme, Differentialgleichungen und deren Anwendungen und unterstützt den fachübergreifenden Austausch mathematischer Ideen. Auf der Konferenz präsentiert Federico Cannerozzi Stationary Mean-Field Singular Control of an Ornstein–Uhlenbeck Process, Anna Pajola hält einen Vortrag zu Existence of Strong Randomized Equilibria in Mean-Field Games of Optimal Stopping with Common Noise, Tim Schütz spricht über Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model: The Complete Market Case, und Ioannis Tzouanas stellt Learning Algorithm for Mean-Field Coarse Correlated Equilibrium: A Linear Programming Approach vor.