Secondo ciclo di seminari online sulle applicazioni della probabilità in economia: Daria Ghilli
Il 16 luglio 2026 alle ore 14 Daria Ghilli, Department of Economics and Management, University of Pavia terrà un seminario dal titolo Mean Field Games in infinite dimensional spaces and applications to economics Abstract: We present an overview of mean field game models for large populations of forward-looking agents whose individual state is naturally infinite-dimensional. This situation arises when agents’ dynamics involve variables such as age, spatial position, memory or path-dependent effects, or delay. These features are common in economic applications, including vintage capital models, production planning problems, and systemic risk. We explain how infinite-dimensional techniques make it possible to reformulate such dynamics as abstract evolution equations in Hilbert spaces, often eliminating the explicit delay by enlarging the state variable. We then present some recent results and discuss applications to vintage capital models and systemic risk. Il link per accedere al seminario è https://polimi-it.zoom.us/j/96054779369 Vi è anche un link di back-up da usare in caso di eventuali problemi tecnici https://teams.microsoft.com/meet/324967652703789?p=0vt10YjhRZpVlDLRC1 Cordiali saluti, Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas
partecipanti (1)
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Enrico Scalas