Description
Back to topComplex societal problems can be studied and modeled through the mathematical theory of Mean Field Games. Indeed MFGs are a mathematical modeling approach to stochastically evolving systems which involve a large number of indistinguishable rational agents that have the same optimization criteria. The theory of MFG is very lively and productive at the moment and several important results have been achieved that can be applied to engineering, economics, finance, social sciences, In this final workshop we present recent analytic, probabilistic and numerical advances in this theory.
Organizers
Back to topSpeakers
Back to topSchedule
Back to topSpeaker: Alessio Porretta (University Rome Tor Vergata)
Speaker: Mete Soner (Princeton University)
Speaker: Agathe Soret (Columbia University)
Speaker: Filippo Santambrogio (Universite Claude Bernard Lyon 1)
Speaker: Paola Mannucci (Università degli Studi di Padova)
Speaker: Alekos Cecchin (École Polytechnique)
Speaker: Alpár Mészáros (Durham University)
Speaker: Daniel Lacker (Columbia University)
Speaker: Mathieu Laurière (Google Brain Paris)
Speaker: Ziad Kobeissi (Institut Louis Bachelier)
Speaker: Wilfrid Gangbo (University of California, Los Angeles)
Speaker: Ben Seeger (Université Paris Dauphine)
Speaker: Marco Cirant (Università degli Studi di Padova)
Speaker: Fabrice Djete (Ecole Polytechnique)
Speaker: Charles Bertucci (Ecole Polytechnique)
Speaker: Alessandro Goffi (Università degli Studi di Padova)
Speaker: Diogo Gomes (King Abdullah Univ. of Science and Technology)
Speaker: Alain Bensoussan (University of Texas, Dallas)
Videos
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Traveling waves and balanced growth in mean field game models of knowledge diffusion
Alessio Porretta
December 13, 2021
Computational Methods in High-Dimensional Stochastic Optimal Control
Mete Soner
December 13, 2021
A case study on stochastic games on large graphs in mean field and sparse regimes
Agathe Soret
December 13, 2021
MFG with jumps but smoothly evolving densities
Filippo Santambrogio
December 13, 2021
Non Coercive Deterministic Mean Field Games
Paola Mannucci
December 13, 2021
Weak solutions to the master equation of a potential mean field game
Alekos Cecchin
December 13, 2021
Mean Field Games Master Equations with Non-separable Hamiltonians and Displacement Monotonicity
Alpár Mészáros
December 14, 2021
Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions
Daniel Lacker
December 14, 2021
On machine learning methods for mean field master equations
Mathieu Laurière
December 14, 2021
MFG Systems with Interactions though the Law of Controls: Existence, Uniqueness and Numerical Simulations
Ziad Kobeissi
December 14, 2021
On some optimization problems involving matrices of large sizes
Wilfrid Gangbo
December 14, 2021
Mean field games with common noise and degenerate idiosyncratic noise
Ben Seeger
December 14, 2021
MFG with aggregation: existence and nonexistence of equilibria
Marco Cirant
December 15, 2021
Mean Field Game of Mutual Holding
Fabrice Djete
December 15, 2021
Monotone solutions of the master equations
Charles Bertucci
December 15, 2021
Classical solutions of Mean Field Games systems via maximal regularity for viscous Hamilton-Jacobi equations
Alessandro Goffi
December 16, 2021
Boundary conditions in first-order mean field games.
Diogo Gomes
December 16, 2021
Control on Hilbert Spaces and Application to Mean Field Control
Alain Bensoussan
December 16, 2021