Research Workshop

Mathematical Advances in Mean Field Games

Mathematical Advances in Mean Field Games

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

December 13-17, 2021

Organizers:

  • Pierre Cardaliaguet (Mathematics, Paris-Dauphine)
  • René Carmona (ORFE, Princeton)
  • Annalisa Cesaroni (Statistics, Padova)
  • Takis Souganidis (Mathematics, University of Chicago)
  • Daniela Tonon (Mathematics, Paris-Dauphine)

Description:

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.

Confirmed Speakers:

  • Alain Bensoussan (University of Texas, Dallas)
  • Alekos Cecchin (École polytechnique)
  • Marco Cirant (Università degli Studi di Padova)
  • Fabrice Djete
  • Wilfrid Gango (University of California, Los Angeles (UCLA))
  • Alessandro Goffi (Università degli Studi di Padova)
  • Diogo Gomes (King Abdullah Univ. of Science and Technology (KAUST))
  • Ziad Kobeissi (Institut Louis Bachelier)
  • Daniel Lacker (Columbia University)
  • Mathieu Laurière (Princeton University)
  • Paola Mannucci (Università degli Studi di Padova)
  • Alpar Meszaros (Durham University)
  • Marcel Nutz (Columbia University)
  • Marcel Nutz (Columbia University)
  • Alessio Porretta (University Rome Tor Vergata)
  • Lenya Ryzhik (Stanford University)
  • Filippo Santambrogio (Universite Claude Bernard Lyon 1)
  • Ben Seeger (Université Paris Dauphine)
  • Mete Soner (Princeton University)
  • Agathe Soret (Columbia University)
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