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Colloquium – Wilfrid Gangbo, UCLA
March 23, 2021 @ 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.