Project Grant 2508556
- This $174,629 federal Project Grant award from the National Science Foundation (NSF) Mathematical and Physical Sciences program (CFDA 47.049) aims to develop new learning frameworks and mathematical foundations to strengthen the understanding of stability, efficiency, and fairness in societal systems with large populations. The key products and services to be delivered include: New mathematical models and learning algorithms for "mean-field games" - stochastic systems with many...
- This $299,057 federal Project Grant award from the National Science Foundation's (CFDA 47.049) Mathematical and Physical Sciences program supports research on optimal transport for risk management and scenario generation. The project, titled "OPTIMAL TRANSPORT FOR RISK MANAGEMENT AND SCENARIO GENERATION (OTRIMAGE)," aims to contribute to the mathematical foundations of risk management in finance and develop robust generative models. Key components include designing dynamic stochastic...
- This Project Grant award from the National Science Foundation (NSF) under the Mathematical and Physical Sciences program (CFDA 47.049) provides $300,000 to the University of Southern California (USC) to explore new mathematical tools to better understand complex systems shaped by uncertainty and strategic behavior. The project investigates three key areas: mean field games, insider trading problems, and reinforcement learning algorithms for stochastic control under model uncertainty. The goal is...
- This Project Grant award from the National Science Foundation's (NSF) Mathematical and Physical Sciences program (CFDA 47.049) provides $225,094 to investigate foundational and emerging areas of probability theory with broad applications in mathematics, physics, finance, and machine learning. The key research areas include limit theorems, entropic gradient flows, stochastic control with partial observation, and stochastic portfolio theory. The award aims to advance the theoretical foundations of...
- This Project Grant award of $350,000 from the National Science Foundation's (NSF) Mathematical and Physical Sciences program (CFDA 47.049) will support research to develop new mathematical frameworks and solution algorithms for large-scale stochastic models across a range of application areas. The project will investigate geometric principles and strategies for effectively incorporating randomness into model representations and algorithm design, with a focus on solving equilibrium problems in...
- This $293,784 Project Grant award from the National Science Foundation's (NSF) Mathematical and Physical Sciences (CFDA 47.049) program supports fundamental and applied research on fluctuating systems, random environments, and stochastic algorithms. The research aims to improve understanding and exploitation of randomness across diverse settings, including materials science, fluid dynamics, and machine learning. Key areas of focus include stochastic homogenization, stochastic partial...
- This Project Grant from the National Science Foundation's Mathematical and Physical Sciences program (CFDA 47.049) provides $193,202 to Columbia University from August 15, 2022 through July 31, 2025. The funding will support research investigating long-time behavior and large population limits of stochastic processes with random times. Specifically, the university will develop mathematical and computational tools to analyze complex interacting systems, with a focus on stochastic models involving...
- This $714,203 Project Grant award from the National Science Foundation's (NSF) Social, Behavioral, and Economic Sciences (CFDA 47.075) program will support research conducted by New York University (NYU) on how people change their planning behavior in response to uncertainty in their environment. The project aims to develop computational models of human planning under varying levels of randomness, including uncertainty in rewards, actions, and volatile environments. The research will analyze...
- The National Science Foundation awarded a $152,899 Project Grant to Florida State University (FSU) under the Mathematical and Physical Sciences (CFDA 47.049) program. This grant supports research into stochastic analysis and numerical algorithms for stochastic dynamical systems, and their applications in machine learning and mathematical finance. Key focus areas include hypocoercivity and convergence analysis for degenerate and mean-field stochastic systems, and the study of non-Markovian...
- This $300,000 Project Grant award from the National Science Foundation (NSF) under the Mathematical and Physical Sciences (CFDA 47.049) program supports research on branching processes, partial differential equations, and their applications to knowledge diffusion and dynamics in heterogeneous and random environments. The research aims to advance theoretical and practical understanding of modeling systems influenced by randomness and heterogeneity, with applications spanning the physical...
This Project Grant award from the National Science Foundation's (NSF) Mathematical and Physical Sciences program (CFDA 47.049) provides $117,090 to New York University (NYU) to advance the mathematical foundations of robust finance and decision-making under uncertainty. The project has two key focus areas: 1) Developing a systematic framework to quantify divergences between stochastic models, with the goal of uncovering the underlying geometric structure of stochastic processes to facilitate stability analysis of models used in dynamic decision-making contexts like finance, climate science, and autonomous systems; and 2) Exploring optimal strategies for revealing information to capture and sustain attention, which has broad relevance to entertainment, behavioral economics, and education. Graduate students will be actively involved throughout the 3-year project period, which runs from September 1, 2025 to August 31, 2028.
Mod # | Description | ReasonForModification | Federal Obligation | Date |
|---|---|---|---|---|
| Not listed | $117.1k | 8/8/25 |