Lunedì 4 Marzo 2019, ore 14:30 - Sala Riunioni 701 - Carlo Orrieri

Seminario di Probabilità e Finanza Matematica: “Entropic optimal transport and mean field planning”


Lunedì 4 Marzo 2019 alle ore 14:30 in Sala Riunioni 701, Carlo Orrieri (Università di Trento) terrà un seminario dal titolo “Entropic optimal transport and mean field planning”.

The mean field planning problem (MFPP) is formulated by a continuity equation and Hamilton-Jacobi equation with a nonlinear coupling. Firstly introduced by P.-L. Lions in the context of mean field games theory, MFPPs describe strategic interactions among large numbers of players when the initial and final distributions are prescribed. The aim of the presentation is to recast the PDE system as an optimality system of a suitable entropic regularization of the dynamic optimal transportation problem. We will discuss existence of weak solutions using some ideas of minmax duality and dynamic superposition principles. (In collaboration with A. Porretta and G. Savare?).