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Games with infinitely many players: the mean field games approach

Lunedi' 13 Febbraio 2012 - Olivier Gueant

ARGOMENTI: Seminari

SEMINARI DI EQUAZIONI DIFFERENZIALI E APPLICAZIONI
Lunedi' 13 Febbraio 2012 alle ore 12:15 in aula 2AB45, Olivier Gueant (Universite' Paris-Diderot) terra' un seminario dal titolo "Games with infinitely many players: the mean field games approach".

-Abstract
The PDEs corresponding to mean field games are two strongly coupled PDEs: one (backward) Hamilton-Jacobi-Bellman equation and one (forward) transport equation. We will present these equations and the intuition behind them and prove a very general criterion for uniqueness. Existence will be tackled in the case of quadratic hamiltonians for which many results are known and will be proved (constructive schemes, comparison principle,...).

Rif. int. M. Bardi, P. Mannucci, C. Marchi

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