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

Applications of Mean Field Games

From Models to Practice

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
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 Imperial College
W L
Wuchen Li Medical University of South Carolina
R P M
Roland P. Malhamé Polytechnique Montréal
S M
Scott Moura University of Califoria, Berkeley
S N
Sergey Nadtochiy Illinois Institute of Technology
O P
Olivier Pietquin Google and Université de Lille
M R
Max Reppen Boston University
R S
Ronnie Sircar Princeton University

Registration

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