SMF: François Delarue at Milano-Bicocca (Apr 18, 2024)
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 -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com
participants (1)
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Maurizia Rossi