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)
  • RenĂ© 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.

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