This event is part of Distributed Solutions to Complex Societal Problems View Details

Applications of Mean Field Games

From Models to Practice

November 16 — 19, 2021

Description

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The paradigm of Mean Field Games (MFG) has become a major connection between distributed decision-making and stochastic modeling. Starting out in the stochastic control literature, it is gaining rapid adoption across a range of industries. The objective of this workshop is to give a clear vision of how MFG tools are being used in practical settings, both in complement and in contrast to the usual methodologies. The workshop will gather researchers both from industry and universities and will focus on diverse application areas, including (but not exclusively):

  • Energy sector, including smart power grids and natural commodity markets
  • Control and mitigation of Epidemics, including in the context of the Covid-19 pandemic response
  • Financial market microstructure for algorithmic and high-frequency trading and cryptocurrencies

Organizers

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C A
Clémence Alasseur EDF R&D
D F
Damien Fessler Institut Louis Bachelier
M L
Mike Ludkovski Statistics and Applied Probability, University of California, Santa Barbara

Speakers

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R A
René Aïd Université de Paris Dauphine – PSL
D B
Dario Bauso University of Groningen
L B
Louis Bertucci Institut Louis Bachelier
G D
Gökçe Dayanikli Princeton University
M D
Merouane Debbah CentraleSupélec and Technology Innovation Institute, Abu Dhabi
R D
Roxana Dumitrescu King’s College
R E
Romuald Elie DeepMind and Université Gustave Effeil
D E
David Evangelista Fundação Getúlio Vargas
D F
Dena Firoozi HEC Montreal
J G
Jameson Graber Baylor University
E H
Emma Hubert Princeton University
W L
Wuchen Li University of South Carolina
R P M
Roland P. Malhamé Polytechnique Montréal
S N
Sergey Nadtochiy Illinois Institute of Technology
M R
Max Reppen Boston University
R S
Ronnie Sircar Princeton University

Schedule

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Tuesday, November 16, 2021
9:30-10:20 CST
Mean Field Games for Wireless Network Design

Speaker: Merouane Debbah (CentraleSupélec and Technology Innovation Institute, Abu Dhabi)

Online only

10:40-11:30 CST
Bitcoin Mining as a Mean Field Game

Speaker: Louis Bertucci (Institut Louis Bachelier)

11:50-12:40 CST
Mean-Field Game for Collective Decision-Making in Honeybees via Switched Systems

Speaker: Dario Bauso (University of Groningen)

Online only

14:00-14:50 CST
A Mean Field Games Model for Cryptocurrency Mining

Speaker: Max Reppen (Boston University)

Online only

Wednesday, November 17, 2021
9:30-10:20 CST
Learning algorithms for Mean Field Games

Speaker: Romuald Elie (DeepMind and Université Gustave Effei)

Online only

10:40-11:30 CST
Optimal dynamic regulation of carbon emissions market

Speaker: René Aïd (Université de Paris Dauphine – PSL)

11:50-12:40 CST
Equilibrium Pricing in Renewable Energy Certificate (REC) Markets using Mean Field Game Methodology

Speaker: Dena Firoozi (HEC Montreal)

Online only

14:00-14:50 CST
Mean field prescriptive game approaches for the large-scale coordination of electric loads in smart grids

Speaker: Roland P. Malhamé (Polytechnique Montréal)

Online only

Thursday, November 18, 2021
9:30-10:20 CST
Control and optimal stopping mean-field games: a linear programming approach

Speaker: Roxana Dumitrescu (King’s College)

Online only

10:40-11:30 CST
Master Equation for Cournot Mean Field Games of Controls with Absorption

Speaker: Jameson Graber (Baylor University)

11:50-12:40 CST
MFGs in Random Environment & non-LQ Explicit Solutions

Speaker: Ronnie Sircar (Princeton University)

Online only

13:45-14:35 CST
A mean-field game for default contagion in dense financial networks

Speaker: Sergey Nadtochiy (Illinois Institute of Technology)

14:55-15:45 CST
Game-theoretic approaches to price formation

Speaker: David Evangelista (Fundação Getúlio Vargas)

Online only

Friday, November 19, 2021
9:30-10:20 CST
Controlling Propagation of epidemics via mean-field control

Speaker: Wuchen Li (University of South Carolina)

10:40-11:30 CST
Epidemic control: individual and governmental perspective

Speaker: Emma Hubert (Princeton University)

11:50-12:40 CST
Optimal Incentives to Mitigate Epidemics

Speaker: Gökçe Dayanikli (Princeton University)


Videos

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Mean Field Games for Wireless Network Design

Merouane Debbah
November 16, 2021

Bitcoin Mining as a Mean Field Game

Louis Bertucci
November 16, 2021

Mean-Field Game for Collective Decision-Making in Honeybees via Switched Systems

Dario Bauso
November 16, 2021

A Mean Field Games Model for Cryptocurrency Mining

Max Reppen
November 16, 2021

Learning algorithms for Mean Field Games

Romuald Elie
November 17, 2021

Optimal dynamic regulation of carbon emissions market

René Aïd
November 17, 2021

Equilibrium Pricing in Renewable Energy Certificate (REC) Markets using Mean Field Game Methodology

Dena Firoozi
November 17, 2021

Mean field prescriptive game approaches for the large-scale coordination of electric loads in smart grids

Roland P. Malhamé
November 17, 2021

Control and optimal stopping mean-field games: a linear programming approach

Roxana Dumitrescu
November 18, 2021

Master Equation for Cournot Mean Field Games of Controls with Absorption

Jameson Graber
November 18, 2021

MFGs in Random Environment & non-LQ Explicit Solutions

Ronnie Sircar
November 18, 2021

A mean-field game for default contagion in dense financial networks

Sergey Nadtochiy
November 18, 2021

Game-theoretic approaches to price formation

David Evangelista
November 18, 2021

Controlling Propagation of epidemics via mean-field control

Wuchen Li
November 19, 2021

Epidemic control: individual and governmental perspective

Emma Hubert
November 19, 2021

Optimal Incentives to Mitigate Epidemics

Gökçe Dayanikli
November 19, 2021