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