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].