Seminar

This is a graduate level course, to cover some of the analytical aspects of Mean Field Games. In the recent years, the number of areas of applications of the Mean Field Games theory have exploded, especially because the theory provides the simplest method to handle control problems with several agents. This includes communication networks, data networks, power systems, crowd motion, trade crowding and learning in Mean FieldGames. Despite the recent pioneer work by Cardialaguet–Delarue–Lasry–Lions, the theoryof Mean Field Games is not yet out of its infancy. We will briefly cover the needed stochastic analysis aspect at the undergraduate course level. Other useful geometric concepts will be briefly mentioned in order to quickly get to the heart of the matter.

This course will be taught by visiting Chancellor's Professor Wilfrid Gangbo.