ANR PROJECT CAESARS




The ANR Project CAESARS has participated to the organization of the Summer School part of the CEMRACS 2017. The different thematic lectures were:

  • Applications in hydrogeology, J. Charrier, [slides, video].
  • Bandits and auctions, V. Perchet, [slides, video].
  • Branching diffusion, X. Warin, [slides, video].
  • Capacity expansion games, R. Aid, [slides, video].
  • Cubature methods, D. Crisan, [slides, video].
  • High Performance Computing, J. Lelong, [video 1, video 2].
  • Introduction to BSDEs, P. Imkeller, [slides, video].
  • Kinetic theory and game theory , P. Degond, [slides, video].
  • Mean field games with a major player, R. Carmona, [slides, video].
  • Metamodels for uncertainty quantification, S. Marelli, [slides, video].
  • Metropolis-Hastings algorithms , B. Jourdain, [slides, video].
  • Multilevel and multi-index methods, R. Tampone, [slides 1, slides 2, video 1, video 2].
  • Numerical methods for mean field games, Y. Achdou, [slides 1, video 1, video 2, video 3].
  • Numerical methods for variational mean field games, J.-D. Benamou, [slides, video].
  • Particle algorithm for McKean SDE, M. Bossy, [slides, video].
  • Quantization grids, G. Pagès, [slides, video].
  • Regression based Monte-Carlo, P. Turkedjiev, [slides, video].
  • Reinforcement learning , M. Bellemare, [slides].
  • Sensitivity analysis, O. Le Maître, [slides, video].