Research Workshop

Applications of Mean Field Games

Applications of Mean Field Games: from Models to Practice

Part of the long program on Distributed Solutions to Complex Societal Problems

November 16-19, 2021

Organizers:

  • Clemence Allasseur (Finance For Energy Market Research Centre EDF)
  • Damien Fessler (University of Paris-Dauphine and PSL)
  • Mike Ludkovski (Statistics and Applied Probability, UC Santa Barbara)

Description:

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

Confirmed Speakers:

  • René Aïd (Université Paris Dauphine)
  • Clemence Alasseur (Eletricite de France (EDF))
  • Arthur Charpentier (Université du Québec à Montréal, UQAM)
  • Merouane Debbah (CentraleSupélec)
  • Roxana Dumitrescu (King’s College)
  • David Evangelista (Fundação Getúlio Vargas)
  • Dena Firoozi (HEC Montreal)
  • Jameson Graber (Baylor University)
  • Emma Hubert (Imperial College)
  • Wuchen Li (Medical University of South Carolina)
  • Mike Ludkovski (University of California, Santa Barbara (UCSB))
  • Sergey Nadtochiy (Illinois Institute of Technology)
  • Max Reppen (Boston University)
  • Ronnie Sircar (Princeton University)
In order to register for this workshop, you must have an IMSI account and be logged in. Please login or create an account.