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Mean Field Games - lecture 3
Multi angle
Authors : Cardaliaguet, Pierre (Author of the conference)
CIRM (Publisher )
49K20 - Optimal control problems with PDE (optimality conditions)
93E20 - Optimal stochastic control
35Q89 - PDEs in connection with mean field game theory
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 : Keywords : Mean Field Games; Mean Field Control; Hamilton-Jacobi equations
49K20 - Optimal control problems with PDE (optimality conditions)
93E20 - Optimal stochastic control
35Q89 - PDEs in connection with mean field game theory
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Information on the Video
Film maker : Hennenfent, GuillaumeLanguage : English Available date : 12/07/2021 Conference Date : 15/06/2021 Subseries : Research School arXiv category : Optimization and Control Mathematical Area(s) : Control Theory & Optimization Format : MP4 (.mp4) - HD Video Time : 01:24:36 Targeted Audience : Researchers Download : https://videos.cirm-math.fr/2021-06-15_PierreCardaliaguer_3.mp4 
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Information on the Event
Event Title : Distributed Control: Decentralization and Incentives / Contrôle Distribué: Décentralisation et IncitationsEvent Organizers : Alasseur, Clemence ; Fessler, Damien ; Ren, Zhenjie ; Tankov, Peter 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.19767903Cite this video as: Cardaliaguet, Pierre (2021). Mean Field Games - lecture 3. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19767903 URI : http://dx.doi.org/10.24350/CIRM.V.19767903 |
See Also
- [Multi angle] Principal Agent Modelling - lecture 3 / Author of the conference Possamaï, Dylan.
- [Multi angle] Principal Agent Modelling - lecture 2 / Author of the conference Possamaï, Dylan.
- [Multi angle] Mean Field Games - lecture 2 / Author of the conference Cardaliaguet, Pierre.
- [Multi angle] Principal Agent Modelling - lecture 1 / Author of the conference Possamaï, Dylan.
- [Multi angle] Mean Field Games - lecture 1 / Author of the conference Cardaliaguet, Pierre.
Bibliography
- ACHDOU, Yves, CARDALIAGUET, Pierre, DELARUE, François, et al. Mean Field Games: Cetraro, Italy 2019. Springer Nature, 2020. - http://dx.doi.org/10.1007/978-3-030-59837-2
- CARMONA, René, DELARUE, François, et al. Probabilistic Theory of Mean Field Games with Applications I-II. Springer Nature, 2018. - http://dx.doi.org/10.1007/978-3-319-56436-4
- LASRY, Jean-Michel et LIONS, Pierre-Louis. Mean field games. Japanese journal of mathematics, 2007, vol. 2, no 1, p. 229-260. - http://dx.doi.org/10.1007/s11537-007-0657-8
