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Seminari di equazioni differenziali e applicazioni: Fully discrete mean field games

Lunedì 4 Novembre 2013, ore 16:15 - Aula 1BC50 - Juan Pablo Maldonado Lopez

ARGOMENTI: Seminari

SEMINARI DI EQUAZIONI DIFFERENZIALI E APPLICAZIONI

Lunedì 4 Novembre 2013 alle ore 16:15 in aula 1BC50, Juan Pablo Maldonado Lopez (Università Pierre et Marie Curie, Parigi)
terrà un seminario dal titolo "Fully discrete mean field games".

Abstract
We construct an approximate Nash equilibrium of a discrete time, finite horizon game with finitely many players as the number of players tends to infinity. Our construction has the same backward-forward structure as mean field games in continuous times, but our proofs are elementary. Joint work with S.C.P. Yam, The Chinese University of Hong Kong.

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

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