Collection Schlumberger workshop on Topics in Applied Probability
Organizer(s)
Date(s)
28/06/2025
Some recent contributions on mean field games
By Yves Achdou
In 2007, J-M. Lasry and P.-L. Lions proposed mean field-type models to study differential games with a large number of players. We will discuss several variants of these models, in particular stochastic optimal control problems with mean-field effects and applications to pedestrian crowds and macroeconomics.
