Mean Field Games - lecture 1 | Vidéo | Carmin.tv

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Mean Field Games - lecture 1

By Pierre Cardaliaguet

Appears in collection : Distributed Control: Decentralization and Incentives / Contrôle Distribué: Décentralisation et Incitations

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.

Information about the video

Date of recording 14/06/2021
Date of publication 12/07/2021
Institution CIRM
Licence CC BY NC ND
Language English
Audience Researchers
Director(s) Guillaume Hennenfent
Format MP4

Citation data

DOI 10.24350/CIRM.V.19767403
Cite this video Cardaliaguet, Pierre (14/06/2021). Mean Field Games - lecture 1. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19767403
URL https://dx.doi.org/10.24350/CIRM.V.19767403

Domain(s)

Optimization and Control

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

MSC codes

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