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题 目:First order mean field games




时 间: 2019年7月12日  16:00-17:00


地 点:蒙民伟楼1105室


摘 要:The theory of mean field games has been developed in the last decade by economists, engineers, and mathematicians in order to study decision making in very large populations of small interacting agents. The approach by Lasry and Lions leads to a system of nonlinear partial differential equations, the solution of which can be used to approximate the limit of an N-player Nash equilibrium as N tends to infinity. This talk will mainly focus on deterministic models, which are associated with a first order pde system. The main points that will be addressed are the existence and uniqueness of solutions, their regularity in the presence of boundary conditions, and their asymptotic behaviour as time goes to Infinity。


邀请人:程伟 老师