We present results that span three interconnected domains. Initially, our analysis is centred on Backward Stochastic Differential Equations (BSDEs) featuring time-delayed generators. Subsequently, we direct our interest towards Mean Field Games (MFGs) incorporating absorption aspects, with a focus on the corresponding Master Equation within a confined domain under the imposition of Dirichlet boundary conditions. The investigation culminates in exploring pertinent Machine Learning methodologies applied to financial and economic decision-making processes.
| Identifer | oai:union.ndltd.org:unitn.it/oai:iris.unitn.it:11572/398234 |
| Date | 04 December 2023 |
| Creators | Garbelli, Matteo |
| Contributors | Garbelli, Matteo, Di Persio, Luca |
| Publisher | Università degli studi di Trento, place:TRENTO |
| Source Sets | Università di Trento |
| Language | English |
| Detected Language | English |
| Type | info:eu-repo/semantics/doctoralThesis |
| Rights | info:eu-repo/semantics/openAccess |
| Relation | firstpage:1, lastpage:203, numberofpages:203 |
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