Buongiorno a tutti,

Vorremmo segnalarvi che Giovedì prossimo (11 Dicembre) alle 13:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di:

Mattia Martini (Centre de Mathématiques Appliquées (CMAP))
https://mattiamartini.github.io
Title: Randomized Approach to Mean Field Control
Date: December 11, 2025, at 13:30, 2BC30
Abstract: This talk aims to show how randomizing the dynamics in mean field control can help regularize the associated Hamilton–Jacobi equation. A key challenge in this approach lies in constructing a suitable notion of noise on the space of probability measures. To this end, we rely on the Dirichlet–Ferguson diffusion process, as studied by Dello Schiavo [AOP 22]. We first examine the effect of this noise on a system of uncontrolled interacting particles and show that it induces a regularizing effect at the level of the corresponding backward Kolmogorov equation. We then analyze a mean field control problem driven by this noise and prove that the associated Hamilton–Jacobi equation admits a unique solution in an appropriate functional space, even when the coefficients have limited regularity. The talk is based on a joint work with F. Delarue (Nice) and G. Sodini (Vienna).

Vi aspettiamo numerosi!

Il seminario verrà trasmesso anche su zoom, di seguito il link.

Alberto Chiarini e Alekos Cecchin

Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Alekos Cecchin ti sta invitando a una riunione pianificata in Zoom.
Entra nella riunione in Zoom
https://unipd.zoom.us/j/83072722320?pwd=0FOVV8IQAYBwaHLYTlba8lXWptaahj.1

ID riunione: 830 7272 2320
Codice d’accesso: 386904

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