时间  Datetime
2021-10-15 16:00 — 17:30
地点  Venue
腾讯会议 APP3()
报告人  Speaker
Edgard A. Pimentel
单位  Affiliation
University of Coimbra (Portugal)
邀请人  Host
王楷植
备注  remarks
ID：389 924 378
报告摘要  Abstract

We introduce the basics of mean-field games systems, including their formal derivation and the connection with the Hamilton-Jacobi and Fokker-Planck PDEs. Because a typical question in the field concerns the existence of solutions, we detail some of the techniques recently introduced in the literature. These include the Amann-Crandall estimates, the (nonlinear) adjoint method, and the use of polynomial estimates. As regards the structure of the underlying optimal control problem, we discuss a few generalizations. For instance, solution-dependent Hamiltonians, stochastic perturbations of the cost functional, and the case of nonlinear diffusions. We close the talk with some open problems and further research directions, followed by a discussion guided by the audience's questions and interests.
--
FROM 202.121.181.*