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Some recent contributions on mean field games

By Yves Achdou

Appears in collection : Schlumberger workshop on Topics in Applied Probability

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.

Information about the video

  • Date of recording 28/03/2014
  • Date of publication 02/04/2014
  • Institution IHES
  • Format MP4

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