A short course on mean-field games(10.12)

系列短课 :A short course on mean-field games.
报告人:沙特阿拉伯KAUST(阿卜杜拉国王科技大学) Diogo Gomes教授 
Lecture 1: An introduction to mean-field games Abstract: In this talk we give a short introduction to mean-field games. This will include a brief discussion of (deterministic and stochastic) optimal control and transport and Fokker-Planck equations. Lecture 2: Existence of strong solutions for mean-field games Abstract: We will present some recent techniques to prove the existence of smooth solutions through a-priori estimates  and continuation methods. Lecture 3: Existence of weak solutions for mean-field games Abstract: In this last talk, we discuss monotonicity methods for mean-field games. In particular, we suggest a new definition of weak solution, whose existence can be proven under quite general assumptions. Moreover, we discuss various applications to the numerical approximation of mean-field games.
备注:Mean field game theory is the study of strategic decision making in very large populations of small interacting individuals. This class of problems was considered in the economics literature by Jovanovic and Rosenthal,in the engineering literature by Peter E. Caines and his co-workers and independently and around the same time by Jean-Michel Lasry and Pierre-Louis Lions.
报告人D. Gomes教授毕业于加州大学伯克利分校,师从L. C. Evans,曾任葡萄牙数学会副会长,已发表论文近80篇(已在Mean field game theory发表多篇论文,是这一方向的专家)。课程起点在高年级本科生和研究生水平。