Distributed Solutions to Complex Societal Problems Reunion Workshop

February 20 — 23, 2023

Description

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This is a follow up to the long program on Distributed Solutions to Complex Societal Problems to discuss progress and new directions.

Organizers

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P C
Pierre Cardaliaguet Universite Paris Dauphine
R C
Rene Carmona Princeton University
T S
Takis Souganidis University of Chicago

Speakers

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Y A
Yves Achdou Université Paris Cité
E B
Erhan Bayraktar University of Michigan
C B
Charles Bertucci L’École polytechnique
A C
Alekos Cecchin Università degli Studi di Padova
A C
Annalisa Cesaroni Università degli Studi di Padova
M C
Marco Cirant Università degli Studi di Padova
S D
Samuel Daudin Université Paris Dauphine
G D
Gökçe Dayanikli Columbia University
D F
Dena Firoozi HEC Montréal
W G
Wilfrid Gangbo University of California, Los Angeles (UCLA)
J G
Jameson Graber Baylor University
J J
Joe Jackson University of Texas at Austin
M L
Mathieu Lauriere New York University
P L
Pierre-Louis Lions Collège de France
A M
Alpár Mászáros Durham University
N M
Nikiforos Mimikos-Stamatopoulos University of Chicago
S M
Sebastian Munoz University of Chicago
M N
Marcel Nutz Columbia University
B S
Ben Seeger University of Texas at Austin
M S
Mete Soner Princeton University
L T
Ludovic Tangpi Princeton University
D T
Daniela Tonon Università degli Studi di Padova
N T
Nizar Touzi L’École polytechnique
A Z
Antonios Zitridis University of Chicago

Schedule

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Monday, February 20, 2023
8:30-9:15 CST
Lipschitz solutions of MFG master equations

Speaker: Pierre-Louis Lions (Collège de France)

9:40-10:25 CST
Well-posedness of Hamilton-Jacobi equations on the Wasserstein space on graphs

Speaker: Wilfrid Gangbo (University of California, Los Angeles (UCLA))

10:40-11:00 CST
Coffee Break
11:00-11:45 CST
Mean Field Optimal Stopping

Speaker: Nizar Touzi (L’École polytechnique)

12:00-13:00 CST
Lunch
13:00-13:45 CST
Risk-Sensitive Mean Field Games with a Major Agent

Speaker: Dena Firoozi (HEC Montréal – Université de Montréal)

14:05-14:50 CST
Prediction problems and second order equations

Speaker: Erhan Bayraktar (University of Michigan)

15:10-15:25 CST
Coffee Break
15:25-16:10 CST
Transport equations and connections with mean field games

Speaker: Benjamin Seeger (University of Texas, Austin)

Tuesday, February 21, 2023
8:30-9:15 CST
Viscosity Solutions for McKean-Vlasov Control on a torus

Speaker: Mete Soner (Princeton University)

9:40-10:05 CST
Forward-backward propagation of chaos via displacement monotonicity

Speaker: Joe Jackson (University of Texas, Austin)

10:15-10:40 CST
Mean-field Control under State Constraint: Optimality Conditions and Mean-field Limit

Speaker: Samuel Daudin (Université Paris Dauphine)

10:45-11:00 CST
Coffee Break
11:00-11:45 CST
Deterministic mean field games with control on the acceleration and state constraints

Speaker: Yves Achdou (Universite Paris Cité)

12:00-13:00 CST
Lunch
13:00-13:45 CST
On the Convergence Rate of Sinkhorn’s Algorithm

Speaker: Marcel Nutz (Columbia University)

14:00-14:15 CST
Coffee Break
14:15-14:40 CST
The Master Equation in a Bounded Domain under inveriance conditions for the state space

Speaker: Antonis Zitridis (University of Chicago)

14:45-15:45 CST
Social Hour
Wednesday, February 22, 2023
8:30-9:15 CST
Stochastic optimal transport and HJB equations on the set of probability measures

Speaker: Charles Bertucci (Ecole Polytechnique)

9:40-10:05 CST
Free boundary regularity of first-order mean field games

Speaker: Sebastian Munoz (University of Chicago)

10:15-10:40 CST
Regularity and long time behavior of one-dimensional first-order mean field games and the planning problem

Speaker: Nikiforos Mimikos-Stamatopoulos (University of Chicago)

10:45-11:00 CST
Coffee Break
11:00-11:45 CST
Utilizing Machine Learning to Solve Stackelberg Mean Field Game

Speaker: Gökçe Dayanikli (Columbia University)

12:00-13:00 CST
Lunch
13:00-13:45 CST
On the long time behavior of mean field control problems

Speaker: Alekos Cecchin (Università di Padova)

14:00-14:15 CST
Coffee Break
14:15-15:00 CST
Ergodic mean field games with aggregation

Speaker: Annalisa Cesaroni (University of Padova)

Thursday, February 23, 2023
8:30-9:15 CST
On monotonicity conditions for Mean Field Games

Speaker: Alpár Mászáros (Durham University)

9:40-10:25 CST
Mean Field Games and Master Equation through the Lens of Conservation Laws

Speaker: Jameson Graber (Baylor University)

10:40-11:00 CST
Coffee Break
11:00-11:45 CST
Deep Learning Solutions to Master Equations for Continuous Time Heterogeneous Agent Macroeconomic Models

Speaker: Mathieu Lauriere (New York University Shanghai)

12:00-13:00 CST
Lunch
13:00-13:45 CST
Some remarks on uniqueness and stability in MFG

Speaker: Marco Cirant (Università degli Studi di Padova)

14:05-14:50 CST
Optimal bubble riding in a large population

Speaker: Ludovic Tangpi (Princeton University)

15:10-15:55 CST
Mean Field Games planning problems with general initial and final measures

Speaker: Daniela Tonon (University of Padova)


Videos

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Lipschitz solutions of MFG master equations

Pierre-Louis Lions
February 20, 2023

Well-posedness of Hamilton-Jacobi equations on the Wasserstein space on graphs

Wilfrid Gangbo
February 20, 2023

Mean Field Optimal Stopping

Nizar Touzi
February 20, 2023

Risk-Sensitive Mean Field Games with a Major Agent

Dena Firoozi
February 20, 2023

Prediction problems and second order equations

Erhan Bayraktar
February 20, 2023

Transport equations and connections with mean field games

Benjamin Seeger
February 20, 2023

Viscosity Solutions for McKean-Vlasov Control on a torus

Mete Soner
February 21, 2023

Forward-backward propagation of chaos via displacement monotonicity

Joe Jackson
February 21, 2023

Mean-field Control under State Constraint: Optimality Conditions and Mean-field Limit

Samuel Daudin
February 21, 2023

Deterministic mean field games with control on the acceleration and state constraints

Yves Achdou
February 21, 2023

On the Convergence Rate of Sinkhorn’s Algorithm

Marcel Nutz
February 21, 2023

The Master Equation in a Bounded Domain under inveriance conditions for the state space

Antonis Zitridis
February 21, 2023

Stochastic optimal transport and HJB equations on the set of probability measures

Charles Bertucci
February 22, 2023

Free boundary regularity of first-order mean field games

Sebastian Munoz
February 22, 2023

Regularity and long time behavior of one-dimensional first-order mean field games and the planning problem

Nikiforos Mimikos-Stamatopoulos
February 22, 2023

Utilizing Machine Learning to Solve Stackelberg Mean Field Game

Gökçe Dayanikli
February 22, 2023

On the long time behavior of mean field control problems

Alekos Cecchin
February 22, 2023

Ergodic mean field games with aggregation

Annalisa Cesaroni
February 22, 2023

On monotonicity conditions for Mean Field Games

Alpár Mászáros
February 23, 2023

Mean Field Games and Master Equation through the Lens of Conservation Laws

Jameson Graber
February 23, 2023

Deep Learning Solutions to Master Equations for Continuous Time Heterogeneous Agent Macroeconomic Models

Mathieu Lauriere
February 23, 2023

Some remarks on uniqueness and stability in MFG

Marco Cirant
February 23, 2023

Optimal bubble riding in a large population

Ludovic Tangpi
February 23, 2023

Mean Field Games planning problems with general initial and final measures

Daniela Tonon
February 23, 2023