The Department of Mathematics:
On Mean-Field Games and related topics.Talks by Pierre-Louis Lions.
Talk 1: Monday 10/5 at 3:45 in E202
Outline: We explain how we can derive rigorously MFG models from Nash equilibria letting the number of players go to infintiy. This derivation requires an analytical framework of independent interest which allows to deduce from finite dimensional equations and analyse mathematically various Partial Differential Equations on the space of probablity measures.
Talk 2: Wednesday 10/7 at 4pm in E202
Outline: We present the mathematical state of the art about the new systems of Partial Differential equations known as MFG models. The issues that we discuss are: uniqueness, existence, numerical approximation and various qualitative properties of solutions.
Talk 3: Wednesday 10/14 at 4pm in E202
Outline: We present a few examples of applications of MFG models like, for instance, a model for "mexican waves", for the starting time of a meeting or for growth through training and competition...
The three talks will be independent of each other. The second and third talk may last more than one hour, depending on the audience.