On behalf of the Scientific Committee of the "B. de Finetti Risk
Seminars, Milano
Lectures on the Mathematical Theory of Economics and Finance”, we are glad
to invite you to participate at the following lecture:
Giorgio Ferrari
Bielefeld University
Title: Stationary Mean-field Games with Singular Controls
Abstract: In this talk I will present recent and ongoing results on
existence, uniqueness, and characterization of equilibria for mean-field
games with singular controls. This class of problems finds natural
applications in Economics and Finance, such as in investment problems in
oligopolies. In those games, the representative agent employs a
bounded-variation control in order to maximize an ergodic profit functional
depending on a long-time average of the controlled state-process. Several
variants of the considered games will be presented, ranging from
one-dimensional settings to multi-dimensional ones.
LOCATION:
The seminar will be held on *February 7, *2024 at *17.00,* Aula 10 (First
Floor), Dipart. Matematica, Università di Milano, Via Saldini 50, Milano.
Scientific Committee:
Prof. Simone Cerreia-Vioglio (Univ. Bocconi)
Prof. Marco Frittelli (Univ. degli Studi di Milano)
Prof. Fabio Maccheroni (Univ. Bocconi)
Prof. Marco Maggis (Univ. degli Studi di Milano)
Prof. Massimo Marinacci (Univ. Bocconi)
Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca)