Seminario Dottorato: “Mean field interacting particle systems and games"

Wednesday 13 February 2019, h.14:30 - Room 2BC30 - Guglielmo Pelino

ARGOMENTI: Seminars Ph.D. Program

Wednesday 13 February 2019 h.14:30, Room 2BC30
Guglielmo Pelino (Padova, Dip. Mat.)
“Mean field interacting particle systems and games”

Mean field theory studies the behaviour of stochastic systems with a large number of interacting microscopic units. Under the mean-field hypothesis, it is often possible to give a macroscopic easier description of the phenomena, which still allows to catch the main characteristics of the complex pre-limit model. The main purpose of the talk is to motivate a system of two coupled forward-backward partial differential equations, known as the mean field game system, which serves as a limit model for a particular class of stochastic differential games with N players. For reaching this goal, an introductive overview on macroscopic limits for mean field interacting particle systems and games under diffusive dynamics will be presented. In the last part of the talk I will briefly review my contributions in the context of finite state mean field games.

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