Second Workshop on Monte Carlo and Approximate Dynamic Programming methods
August 25-26, 2022
TITLE: Second Workshop on Monte Carlo and Approximate Dynamic Programming Methods
DATE: August 25-26, 2022
HOUR: 1,5 days (full day 25, morning 26)
PLACE: ESSEC Executive Education, La Défense
ORGANIZERS: Andras Fulop, ESSEC Cergy
Jeremy Heng, ESSEC Singapore
Nicolas Chopin, ENSAE
This two-day workshop will cover recent advances in the interaction of Monte Carlo and approximate dynamic programming methods. Special interest will be given to the application of machine learning tools in these domains and applications in macroeconomics and finance.
SPONSORS
CERESSEC Research Center