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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