Mean Field Games - IPAM

Mean Field Games

August 28 - September 1, 2017

Schedule

All times in this Schedule are Pacific Time (PT)

Monday, August 28, 2017

Morning Session

08:00-08:50
Check-In/Light Breakfast (Hosted by IPAM)
08:50-09:00
Welcome and Opening Remarks
09:00-10:50
Francois Delarue (Université de Nice Sophia Antipolis)
Probabilistic approach to mean field games. An overview.
10:50-11:10
Break
11:10-11:50
Roland Malhame (École Polytechnique de Montréal)
Min_LQG games and collective discrete choice problems

Afternoon Session

12:00-14:00
Lunch (on your own)
14:00-14:40
René Carmona (Princeton University)
Quantifying the efficiency (or lack thereof) of Nash equilibria in Mean Field Games
14:50-15:30
Amarjit Budhiraja (University of North Carolina)
Scaling Limits for Large Stochastic Networks
15:40-16:00
Break
16:00-16:40
Thaleia Zariphopoulou (University of Texas at Austin)
(CANCELLED DUE TO HURRICAINE HARVEY) Mean-field and n-agent games for optimal investment under relative performance criteria
16:30-18:00
Poster Session & Reception (Hosted by IPAM)

Tuesday, August 29, 2017

Morning Session

08:00-09:00
Check-In/Breakfast (Hosted by IPAM)
09:00-10:50
Diogo Aguiar Gomes (King Abdullah Univ. of Science and Technology (KAUST))
Monotonicity methods for mean-field games
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

Afternoon Session

12:00-14:00
Lunch (on your own)
14:00-14:40
Adrian Tudorascu (West Virginia University)
On differentiability in the Wasserstein space of probability measures
14:50-15:30
David Ambrose (Drexel University)
Existence theory for mean field games with non-separable Hamiltonian
15:40-16:00
Break
16:00-16:40
Luca Nenna (Université de Paris IX (Paris-Dauphine))
Second Order Mean Field Games and Entropy Minimization
16:50-17:30
Stamatios Katsikas (University of Warwick)
Combined Evolutionary and Mean-Field Setting for the Pressure- Resistance Games on Networks

Wednesday, August 30, 2017

Morning Session

08:00-09:00
Check-In/Breakfast (Hosted by IPAM)
09:00-10:50
Peter Caines (McGill University)
Mean Field Game Theory for Systems with Partial Observations and its Applications to Execution Problems in Finance
10:50-11:10
Break
11:10-11:50
Jean-Pierre Fouque (University of California, Santa Barbara (UCSB))
Mean Field Games with Delay

Afternoon Session

12:00-14:00
Lunch (on your own)
14:00-14:40
Ulrich Horst (Humboldt-Universität)
A mean-field game of optimal portfolio liquidation
14:50-15:30
Adam Oberman (McGill University)
A PDE Approach to Regularization in Deep Learning
15:40-16:00
Break
16:00-16:40
Ronnie Sircar (Princeton University)
Oligopoly Mean Field Games
16:50-17:30
Ramesh Johari (Stanford University)
Pricing in Ride-Share Platforms: A Queueing-Theoretic Approach

Thursday, August 31, 2017

Morning Session

08:00-09:00
Check-In/Breakfast (Hosted by IPAM)
09:00-09:50
Stanley Osher (University of California, Los Angeles (UCLA))
Numerical Methods for Mean Field Games - Part One
10:00-10:50
Yat Tin Chow (University of California, Riverside (UC Riverside))
Numerical Methods for Mean Field Games - Part Two
10:50-11:10
Break
11:10-11:50
Pierre Degond (Imperial College)
On the interplay between kinetic theory and game theory

Afternoon Session

12:00-14:00
Lunch (on your own)
14:00-14:40
Inwon Kim (University of California, Los Angeles (UCLA))
Cross diffusion: drift systems and density constraint
14:50-15:30
Tamer Basar (University of Illinois at Urbana-Champaign)
Risk-Sensitive and Robust Mean Field Games
15:40-16:00
Break
16:00-16:40
Panel Discussion: Open Problems & Challenges
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