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Mean Field Games: Mathematical Theory and Applications

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