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Abstract:
Mean Field Game (MFG) theory is devoted to the analysis of differential games with a (very) large number of small players, i.e. players whose actions have a small influence on the overall
system. At the limit, when the number of players goes to infinity, the equilibrium can be characterized in terms of a PDE system involving a Hamilton-Jacobi-Bellman equation and a Fokker-Planck equation. Connections with optimization problems, optimal transport, game theory, optimal control and fluid mechanics are important features of the problem. This theory is very lively at the moment and has several applications in economics, finance, social sciences and engineering.
This session gathers young researchers working on open questions in MFGs.
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