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

Mathematical Advances in Mean Field Games

Description

Back to top

Complex 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 top
P C
Pierre Cardaliaguet Mathematics, Université Paris-Dauphine and PSL
R C
René Carmona Operations Research and Financial Engineering, Princeton University
A C
Annalisa Cesaroni Statistics, Università di Padova
T S
Takis Souganidis Mathematics, University of Chicago
D T
Daniela Tonon Dipartimento di Matematica, Universita degli Studi degli Studi di Padova

Speakers

Back to top
A B
Alain Bensoussan University of Texas, Dallas
C B
Charles Bertucci Ecole Polytechnique
A C
Alekos Cecchin École Polytechnique
M C
Marco Cirant Università degli Studi di Padova
F D
Fabrice Djete Ecole Polytechnique
W G
Wilfrid Gangbo University of California, Los Angeles
A G
Alessandro Goffi Università degli Studi di Padova
D G
Diogo Gomes King Abdullah Univ. of Science and Technology
Z K
Ziad Kobeissi Institut Louis Bachelier
D L
Daniel Lacker Columbia University
M L
Mathieu Laurière Google Brain Paris
P M
Paola Mannucci Università degli Studi di Padova
A M
Alpar Meszaros Durham University
A P
Alessio Porretta University Rome Tor Vergata
F S
Filippo Santambrogio Universite Claude Bernard Lyon 1
B S
Ben Seeger Université Paris Dauphine
M S
Mete Soner Princeton University
A S
Agate Soret Columbia University

Schedule

Back to top
Monday, December 13, 2021
9:30-10:15 CST
Traveling waves and balanced growth in mean field game models of knowledge diffusion

Speaker: Alessio Porretta (University Rome Tor Vergata)

10:15-11:00 CST
Computational Methods in High-Dimensional Stochastic Optimal Control

Speaker: Mete Soner (Princeton University)

11:30-12:15 CST
A case study on stochastic games on large graphs in mean field and sparse regimes

Speaker: Agathe Soret (Columbia University)

13:45-14:30 CST
MFG with jumps but smoothly evolving densities

Speaker: Filippo Santambrogio (Universite Claude Bernard Lyon 1)

14:30-15:15 CST
Non Coercive Deterministic Mean Field Games

Speaker: Paola Mannucci (Università degli Studi di Padova)

15:45-16:30 CST
Weak solutions to the master equation of a potential mean field game

Speaker: Alekos Cecchin (École Polytechnique)

Tuesday, December 14, 2021
9:30-10:15 CST
Mean Field Games Master Equations with Non-separable Hamiltonians and Displacement Monotonicity

Speaker: Alpár Mészáros (Durham University)

10:15-11:00 CST
Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions

Speaker: Daniel Lacker (Columbia University)

11:30-12:15 CST
On machine learning methods for mean field master equations

Speaker: Mathieu Laurière (Google Brain Paris)

13:45-14:30 CST
MFG Systems with Interactions though the Law of Controls: Existence, Uniqueness and Numerical Simulations

Speaker: Ziad Kobeissi (Institut Louis Bachelier)

14:30-15:15 CST
On some optimization problems involving matrices of large sizes

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

15:45-16:30 CST
Mean field games with common noise and degenerate idiosyncratic noise

Speaker: Ben Seeger (Université Paris Dauphine)

Wednesday, December 15, 2021
9:30-10:15 CST
MFG with aggregation: existence and nonexistence of equilibria

Speaker: Marco Cirant (Università degli Studi di Padova)

10:15-11:00 CST
Mean Field Game of Mutual Holding

Speaker: Fabrice Djete (Ecole Polytechnique)

11:30-12:15 CST
Monotone solutions of the master equations

Speaker: Charles Bertucci (Ecole Polytechnique)

Thursday, December 16, 2021
9:30-10:15 CST
Classical solutions of Mean Field Games systems via maximal regularity for viscous Hamilton-Jacobi equations

Speaker: Alessandro Goffi (Università degli Studi di Padova)

10:15-11:00 CST
Boundary conditions in first-order mean field games.

Speaker: Diogo Gomes (King Abdullah Univ. of Science and Technology)

11:30-12:15 CST
Control on Hilbert Spaces and Application to Mean Field Control

Speaker: Alain Bensoussan (University of Texas, Dallas)


Videos

Back to top

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