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Colloquium – Wilfrid Gangbo, UCLA

March 23 @ 11:00 am - 12:00 pm

Title: Analytical Aspects of Mean Field Games

Abstract: We highlight the isometry between the set of probability measures and the quotient of

a Hilbert space. This allows to see that some important operators, such as the common

noise operator in Mean Field Games, are nothing but partial Laplacians. We introduce to

the so-called master equation and comment on its importance and interpretations.

Details

Date:
March 23
Time:
11:00 am - 12:00 pm
Event Categories:
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Zoom