Dear colleagues,
I am glad to announce the following talk which is part of the *"Seminario Matematico e Fisico di Milano" *activities.
Speaker: *François Delarue* (Univ. Côte d'Azur)
Title:* Mean field control and games. Some prospects. *
*Time and place:* April 18, 2024 - 2:00pm-3:00pm - building U5/room 3014 Dept. of Mathematics and Applications, Univ. Milano-Bicocca.
*Abstract:* I will first give a brief overview of the notion of mean-field control and games. In particular, I will focus on the Eulerian formulation, through the notion of master equation, which is a nonlinear PDE on the space of probability measures. This PDE is notoriously difficult to solve, at least in a classical sense, except in cases presenting a form of convexity or monotonicity in the argument of the measure. I will then present two problems outside the convex/monotonic framework: (i) non-convex mean-field control problems and their particle approximation, (ii) mean-field games subject to certain non-standard forms of common noise.
Best wishes, Maurizia Rossi