Seminars

back Back to all Seminars

AMCS Mini Courses: Long time behavior of Mean Field Games systems

Start Date: February 11, 2019
End Date: February 14, 2019

By Professor Alessio Porretta (University of Rome Tor Vergata, Italy)
 
Mean field games systems are forward-backward systems of PDEs coupling Hamilton-Jacobi with Fokker-Planck equations. They describe Nash equilibria in dynamic games with large number of similar agents. This series of lectures is devoted to study the long time behavior of those systems. In particular I will explain the relationship both with long time (ergodic) behavior of Hamilton-Jacobi equations and with the turnpike property of optimality systems. The arguments involved require a mixing between global convexity, linearization techniques and decoupling methods, in which the so-called master equation plays a major role.
 
Bio: Alessio Porretta (Rome, 1973) is full Professor of Mathematical Analysis at the University of Rome Tor Vergata (Italy). His research activity is mainly focussed on convection-diffusion equations, Hamilton-Jacobi equations, control theory and mean field games. He is author of more than 70 research papers in math journals with over 1000 citations. He has given seminars in more than 20 universities in Italy and abroad and he was invited Professor at UPMC (Paris VI) and Paris Dauphine among others. In the recent years he has given courses on mean field games in Paris (IHP), at University of Chicago and at ETH Zurich
 

More Information:

For more info contact: Prof. Diogo Gomes: email: diogo.gomes@kaust.edu.sa
 
Date: Monday 11 Feb 2019 @ 10 am-12 Noon 
Date: Tuesday 12 Feb 2019 @ 10 am-12 Noon 
Date: Thursday 14 Feb 2019 @ 9:30 am-11:30 Noon 
Location: Building 1, Level 3, Room 3119
Refreshments: will be Provided​