Quebec Mathematical Sciences Colloquium

April 15, 2022 from 15:00 to 16:00 (Montreal/EST time)

Some aspects of Mean Field Games

Colloquium presented by Pierre Cardaliaguet (Université Paris-Dauphine)

Mean Field Game is the study of the dynamical behavior of a large number of agents in interaction. For instance, it can model be the dynamics of a crowd, or the production of a renewable resource by a large amount of producers. The analysis of these models, first introduced in the economic literature under the terminology of “heterogenous agent models, has known a spectacular development with the pioneering woks of Lasry and Lions and of Caines, Huang and Malhamé. The aim of the talk will be to illustrate the theory through a few models and present some of the main results and open questions.

Some aspects of Mean Field Games