Graduate Summer School: Mean Field Games and Applications - IPAM

Graduate Summer School: Mean Field Games and Applications

June 18 - 29, 2018

Schedule

All times in this Schedule are Pacific Time (PT)

Monday, June 18, 2018

Morning Session

08:00-09:00
Check-In/Light Breakfast (Hosted by IPAM)
09:00-10:00
Wilfrid Gangbo (University of California, Los Angeles (UCLA))
Rudiments of Optimal Transport and Mean Field Games I
10:10-10:40
Recitation: Alpár Mészáros
10:40-11:00
Break
11:00-12:00
Wilfrid Gangbo (University of California, Los Angeles (UCLA))
Rudiments of Optimal Transport and Mean Field Games II

Afternoon Session

12:10-12:40
Recitation: Alpár Mészáros
12:40-14:30
Lunch (on your own)
14:30-15:30
Yann Brenier (Centre National de la Recherche Scientifique (CNRS))
Optimal transport viewed as an elementary limit case of MFG: part I
15:40-16:10
Recitation: Alpár Mészáros
16:10-18:00
Poster Session & Reception (Hosted by IPAM)

Tuesday, June 19, 2018

Morning Session

08:00-09:00
Check-In/Breakfast (Hosted by IPAM)
09:00-10:00
Yann Brenier (Centre National de la Recherche Scientifique (CNRS))
Optimal transport viewed as an elementary limit case of MFG: part II
10:10-10:40
Recitation: Alpár Mészáros
10:40-11:00
Break
11:00-12:00
Tamer Basar (University of Illinois at Urbana-Champaign)
Stochastic Differential Games in Finite and Infinite Population Regimes I

Afternoon Session

12:10-12:40
Recitation: Yat Tin Chow
12:40-14:10
Lunch (on your own)
14:10-15:10
Daniel Lacker (Columbia University)
Probabilistic compactification methods for mean field games I
15:20-15:50
Recitation: Daniel Lacker
15:50-16:00
Break
16:00-17:00
Yat Tin Chow (University of California, Riverside (UC Riverside))
A discussion of some algorithms for Hamilton-Jacobi equations in density space I

Wednesday, June 20, 2018

Morning Session

08:00-09:00
Check-In/Breakfast (Hosted by IPAM)
09:00-10:00
Tamer Basar (University of Illinois at Urbana-Champaign)
Stochastic Differential Games in Finite and Infinite Population Regimes II
10:10-10:40
Recitation: Yat Tin Chow
10:40-11:00
Break
11:00-12:00
Tamer Basar (University of Illinois at Urbana-Champaign)
Stochastic Differential Games in Finite and Infinite Population Regimes III

Afternoon Session

12:10-12:40
Recitation: Yat Tin Chow
12:40-14:30
Lunch (on your own)
14:30-15:30
Marie-Therese Wolfram (University of Warwick, RICAM)
Mean field game models in pedestrian dynamics I
15:40-16:10
Recitation: Marie-Therese Wolfram

Thursday, June 21, 2018

Morning Session

08:00-09:00
Check-In/Breakfast (Hosted by IPAM)
09:00-10:00
Daniel Lacker (Columbia University)
Probabilistic compactification methods for mean field games II
10:10-10:40
Recitation: Daniel Lacker
10:40-11:00
Break
11:00-12:00
Daniel Lacker (Columbia University)
Probabilistic compactification methods for mean field games III

Afternoon Session

12:10-12:40
Recitation: Daniel Lacker
12:40-14:10
Lunch (on your own)
14:10-15:10
Marie-Therese Wolfram (University of Warwick, RICAM)
Mean field game models in pedestrian dynamics II
15:20-15:50
Recitation: Marie-Therese Wolfram
15:50-16:00
Break
16:00-17:00
Yat Tin Chow (University of California, Riverside (UC Riverside))
A discussion of some algorithms for Hamilton-Jacobi equations in density space II

Friday, June 22, 2018

Morning Session

08:00-09:00
Check-In/Breakfast (Hosted by IPAM)
09:00-10:00
Marie-Therese Wolfram (University of Warwick, RICAM)
Boltzmann mean field games I
10:10-10:40
Recitation: Marie-Therese Wolfram
10:40-11:00
Break
11:00-12:00
Daniel Lacker (Columbia University)
Probabilistic compactification methods for mean field games IV

Afternoon Session

12:10-12:40
Recitation: Daniel Lacker
12:40-14:00
Lunch (on your own)
14:00-15:00
Marie-Therese Wolfram (University of Warwick, RICAM)
Boltzmann mean field games II
15:10-15:40
Recitation: Marie-Therese Wolfram

Monday, June 25, 2018

Morning Session

08:00-09:00
Check-In/Breakfast (Hosted by IPAM)
09:00-10:00
Diogo Aguiar Gomes (King Abdullah Univ. of Science and Technology (KAUST))
Explicit solutions for MFGs
10:10-10:40
Recitation: Levon Nurbekyan
10:40-11:00
Break
11:00-12:00
Yann Brenier (Centre National de la Recherche Scientifique (CNRS))
Link between MFG and initial value problems: part I

Afternoon Session

12:10-12:40
Recitation: Alpár Mészáros
12:40-14:30
Lunch (on your own)
14:30-15:30
Hamidou Tembine (New York University)
Linear-quadratic mean-field-type games: Direct method I
15:40-16:10
Recitation: Wuchen Li

Tuesday, June 26, 2018

Morning Session

08:00-09:00
Check-In/Breakfast (Hosted by IPAM)
09:00-10:00
Yann Brenier (Centre National de la Recherche Scientifique (CNRS))
Link between MFG and initial value problems: part II
10:10-10:40
Recitation: Alpár Mészáros
10:40-11:00
Break
11:00-12:00
Diogo Aguiar Gomes (King Abdullah Univ. of Science and Technology (KAUST))
Price formation models

Afternoon Session

12:10-12:40
Recitation: Levon Nurbekyan
12:40-14:10
Lunch (on your own)
14:10-15:10
Diogo Aguiar Gomes (King Abdullah Univ. of Science and Technology (KAUST))
A priori estimates for mean-field games
15:20-15:50
Recitation: Levon Nurbekyan
15:50-16:00
Break
16:00-17:00
Wuchen Li (University of California, Los Angeles (UCLA))
Mean field games via probability manifold I

Wednesday, June 27, 2018

Morning Session

08:00-09:00
Check-In/Breakfast (Hosted by IPAM)
09:00-10:00
Diogo Aguiar Gomes (King Abdullah Univ. of Science and Technology (KAUST))
Monotonicity methods for mean-field games
10:10-10:40
Recitation: Levon Nurbekyan
10:40-11:00
Break
11:00-12:00
Hamidou Tembine (New York University)
Linear-quadratic mean-field-type games: Direct method II

Afternoon Session

12:10-12:40
Recitation: Wuchen Li
12:40-14:30
Lunch (on your own)
15:00-16:00
Yann Brenier (Centre National de la Recherche Scientifique (CNRS))
Public Lecture: The melting rubik cube: from fluids to combinatorics and vice versa

Thursday, June 28, 2018

Morning Session

08:00-09:00
Check-In/Breakfast (Hosted by IPAM)
09:00-10:00
David Ambrose (Drexel University)
PDE Methods for Non-Separable Mean Field Games I: Data in the Wiener Algebra
10:10-10:40
Recitation: David Ambrose
10:40-11:00
Break
11:00-12:00
Hamidou Tembine (New York University)
Linear-quadratic mean-field-type games: Direct method III

Afternoon Session

12:10-12:40
Recitation: Wuchen Li
12:40-14:10
Lunch (on your own)
14:10-15:10
David Ambrose (Drexel University)
PDE Methods for Non-Separable Mean Field Games II: Data in Sobolev Spaces (Part 1)
15:20-15:50
Recitation: David Ambrose
15:50-16:00
Break
16:00-17:00
Wuchen Li (University of California, Los Angeles (UCLA))
Mean field games via probability manifold II

Friday, June 29, 2018

Morning Session

08:00-09:00
Check-In/Breakfast (Hosted by IPAM)
09:00-10:00
David Ambrose (Drexel University)
PDE Methods for Non-Separable Mean Field Games III: Data in Sobolev Spaces (Part 2)
10:10-10:40
Recitation: David Ambrose
10:40-11:00
Break
11:00-12:00
Hamidou Tembine (New York University)
Linear-quadratic mean-field-type games: Direct method IV

Afternoon Session

12:10-12:40
Recitation: Wuchen Li
12:40-14:30
Lunch (on your own)
14:30-15:30
David Ambrose (Drexel University)
PDE Methods for Non-Separable Mean Field Games IV: Further Topics
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