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René Carmona - Department of Operations Research and Financial Engineering, Princeton University
Mar 27, 2018 - 10:00am to 11:00am
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 124
We posit a new form of the optimal control of stochastic differential equations of McKean-Vlasov type (often called Mean Field Control), and we derive the corresponding Pontryagin maximum principle. This requires calculus over the Wasserstein space of probability measures. We contrast the resulting... read more
Tue.
3/27/18
René Carmona - Department of Operations Research and Financial Engineering, Princeton University
Mar 26, 2018 - 6:00pm to 7:00pm
Department of Applied Mathematics - Lecture - Hermann Hall Ballroom
Motivated by a few concrete examples such as bird flocking, congestion for crowd motion, and bee swarming, we introduce the mean field game paradigm; and we present the underpinnings of the original analytic approach based on partial differential equations, and the probabilistic approach based on... read more
Mon.
3/26/18
Stefan Metzger - Department of Mathematics, Friedrich-Alexander University of Erlangen–Nurnberg
Mar 22, 2018 - 12:50pm to 1:50pm
Department of Applied Mathematics - Seminar - Rettaliata Engineering Center, Room 119
The rheology of fluids may be heavily affected by dissolved polymers. To describe this effect, a thermodynamically consistent micro-macro model for two-phase flow with dilute polymeric solutions is derived via combining a phase-field approach for the description of the fluids with a FENE-dumbbell... read more
Thu.
3/22/18

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