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Filtering by: Advisor Mangoubi, Oren Rami Contributor Smith, Aaron Unit (Department) Mathematical Sciences Resource type Dissertation UN SDG Not Specified

1. 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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