Dr. Levon Nurbekyan, Visiting Scholar, Université de Montréal
Wednesday, April 24, 2019, 14:00
- 16:00
B1 L3 Room 3119
Contact Person
Mean-field game (MFG) systems of partial differential equations (PDE) arise in modeling huge populations of indistinguishable rational agents that play non-cooperative differential games. Mathematically, an MFG system comprises of a Hamilton-Jacobi-Bellman PDE coupled with a Kolmogorov-Fokker-Planck PDE in a highly nonlinear fashion. Hence, theoretical and numerical treatments of MFG systems are highly challenging problems.