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Mean Field Games - lecture 2

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Authors : Cardaliaguet, Pierre (Author of the conference)
CIRM (Publisher )

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Abstract : The lecture is a short presentation of the theory of Mean Field Games (MFG) and Mean Field Control (MFC). After explaining how to derive these models from optimal control problems and games with a large number of players, we will describe the basic results of MFG (existence, uniqueness of the solution) and MFC, writing in the later case the associated infinite dimensional Hamilton-Jacobi equation and the optimality conditions.

Keywords : Mean Field Games; Mean Field Control; Hamilton-Jacobi equations

MSC Codes :
49K20 - Optimal control problems with PDE (optimality conditions)
93E20 - Optimal stochastic control
35Q89 - PDEs in connection with mean field game theory

    Information on the Video

    Film maker : Hennenfent, Guillaume
    Language : English
    Available date : 12/07/2021
    Conference Date : 14/06/2021
    Subseries : Research School
    arXiv category : Optimization and Control
    Mathematical Area(s) : Control Theory & Optimization
    Format : MP4 (.mp4) - HD
    Video Time : 01:34:39
    Targeted Audience : Researchers ; General Public
    Download : https://videos.cirm-math.fr/2021-06-14_PierreCardaliaguer_2.mp4

Information on the Event

Event Title : Distributed Control: Decentralization and Incentives / Contrôle Distribué: Décentralisation et Incitations
Event Organizers : Alasseur, Clemence ; Fessler, Damien ; Ren, Zhenjie ; Tankov, Peter ; Touzi, Nizar
Dates : 14/06/2021 - 18/06/2021
Event Year : 2021
Event URL : https://conferences.cirm-math.fr/2327.html

Citation Data

DOI : 10.24350/CIRM.V.19767703
Cite this video as: Cardaliaguet, Pierre (2021). Mean Field Games - lecture 2. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19767703
URI : http://dx.doi.org/10.24350/CIRM.V.19767703

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