Mean Field Games

August 28 - September 1, 2017

Schedule

All times in this Schedule are Pacific Time (PT)

Monday, August 28, 2017

Morning Session
8:00 - 8:50 Check-In/Breakfast (Hosted by IPAM)
8:50 - 9:00 Welcome and Opening Remarks
9:00 - 10:50
Francois Delarue (Université de Nice Sophia Antipolis)

Probabilistic approach to mean field games. An overview.
PDF Presentation

 
10:50 - 11:10 Break
11:10 - 11:50
Roland Malhame (École Polytechnique de Montréal)

Min_LQG games and collective discrete choice problems

 
12:00 - 2:00 Lunch (on your own)

Afternoon Session
2:00 - 2:40
René Carmona (Princeton University)

Quantifying the efficiency (or lack thereof) of Nash equilibria in Mean Field Games

 
2:50 - 3:30
Amarjit Budhiraja (University of North Carolina)

Scaling Limits for Large Stochastic Networks
PDF Presentation

 
3:40 - 4:00 Break
4:00 - 4:40
4:30 - 6:00 Poster Session & Reception (Hosted by IPAM)

Tuesday, August 29, 2017

Morning Session
8:00 - 9:00 Breakfast (hosted by IPAM)
9:00 - 10:50
Diogo Aguiar Gomes (King Abdullah Univ. of Science and Technology (KAUST))

Monotonicity methods for mean-field games
PDF Presentation

 
10:50 - 11:10 Break
11:10 - 11:50
Pierre Cardaliaguet (Université de Paris IX (Paris-Dauphine))

A PDE approach for the second order master equation

 
12:00 - 2:00 Lunch (on your own)

Afternoon Session
2:00 - 2:40
2:50 - 3:30
3:40 - 4:00 Break
4:00 - 4:40
Luca Nenna (Université de Paris IX (Paris-Dauphine))

Second Order Mean Field Games and Entropy Minimization

 
4:50 - 5:30

Wednesday, August 30, 2017

Morning Session
8:00 - 9:00 Breakfast (hosted by IPAM)
9:00 - 10:50
10:50 - 11:10 Break
11:10 - 11:50
Jean-Pierre Fouque (University of California, Santa Barbara (UCSB))

Mean Field Games with Delay
PDF Presentation

 
12:00 - 2:00 Lunch (on your own)

Afternoon Session
2:00 - 2:40
Ulrich Horst (Humboldt-Universität)

A mean-field game of optimal portfolio liquidation
PDF Presentation
2:50 - 3:30
Adam Oberman (McGill University)

A PDE Approach to Regularization in Deep Learning
PDF Presentation

 
3:40 - 4:00 Break
4:00 - 4:40
Ronnie Sircar (Princeton University)

Oligopoly Mean Field Games

4:50 - 5:30

Thursday, August 31, 2017

Morning Session
8:00 - 9:00 Breakfast (hosted by IPAM)
9:00 - 9:50
Stanley Osher (University of California, Los Angeles (UCLA))

Numerical Methods for Mean Field Games - Part One
Presentation (PowerPoint File)

 
10:00 - 10:50
Yat Tin Chow (University of California, Los Angeles (UCLA))

Numerical Methods for Mean Field Games - Part Two

 
10:50 - 11:10 Break
11:10 - 11:50
12:00 - 2:00 Lunch (on your own)

Afternoon Session
2:00 - 2:40
Inwon Kim (University of California, Los Angeles (UCLA))

Cross diffusion: drift systems and density constraint

 
2:50 - 3:30
Tamer Basar (University of Illinois at Urbana-Champaign)

Risk-Sensitive and Robust Mean Field Games
PDF Presentation

 
3:40 - 4:00 Break
4:00 - 4:40 Panel Discussion: Open Problems & Challenges

Friday, September 1, 2017

Morning Session
8:00 - 9:00 Breakfast (hosted by IPAM)
9:00 - 9:40
Hamidou Tembine (New York University)

Mean-Field-Type Games
PDF Presentation

 
9:50 - 10:30
Ullmo Denis (Université Paris-Sud (Orsay))

Schrödinger approach to Mean Field Games

 
10:40 - 11:00 Break
11:00 - 11:40
11:50 - 12:00 Closing Remarks
12:00 Conclusion