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Lai, Peiyao
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Stochastic Analysis of Mean-Field Games, Portfolio Optimization and Low-Rank Matrix Approximation
Keyword:
Low-Rank Matrix Approximation
,
Portfolio Optimization
,
Mean-Field Games
, and
Stochastic Analysis
Creator:
Lai, Peiyao
Advisor:
Mangoubi, Oren Rami
Publisher:
Worcester Polytechnic Institute
Date Created:
2024-04-23
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
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PhD Dissertations
1
Year
2024
1
Creator
Lai, Peiyao
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1
Advisor
Mangoubi, Oren Rami
1
Contributor
Mangoubi, Oren
1
Mangoubi, Oren Rami
1
Smith, Aaron
1
Song, Qingshuo
1
Sturm, Stephan
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Unit (Department)
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
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Not Specified
1
Resource type
Dissertation
1
