SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO https://www.carloalberto.org/events/category/seminars/seminars-in-statistics/page/2/?tribe-bar-date=2019-09-01
Venerdi 18 Marzo 2022, alle ore 11.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario:
------------------------------------------------ Speaker: *Peter Tankov* (CREST, ENSAE IP Paris)
Title: *Mean-field games: the linear programming approach*
Abstract: We will review the linear programming approach to mean-field games, developed by the author in a series of papers. Mean-field games are games with a large number of identical small agents and symmetric interactions, which have found many applications in finance and economics. The linear programming approach is a relaxation technique, which allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We will present an application of the approach to a model of energy markets and discuss the « linear programming fictitious play » algorithm for approximating the equilibrium.
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In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/Bmxgd6w2wxtMT6aT9
Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting https://us02web.zoom.us/j/88303761211?pwd=MzFhOThna1B5WWFqWVNySEVMcEVMdz09 Meeting ID: 883 0376 1211 Passcode: 493770
Il seminario è organizzato dalla "de Castro" Statistics Initiative
www.carloalberto.org/stats
Cordiali saluti, Pierpaolo De Blasi