When:
Mar 26, 2018 - 6:00pm to 7:00pm
Where:
Hermann Hall Ballroom
Speaker:
René Carmona
Department of Operations Research and Financial Engineering, Princeton University
Description:
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 forward-backward stochastic differential equations. The theoretical results presented in the first part of the talk will be illustrated by the results of numerical implementations of a mean field game model for the synchronization of circadian rhythms and a mathematical model for jet lag recovery.
Event Type:
Department of Applied Mathematics -
Lecture