Mean Field Games: From Many-Player Games to PDEs
This talk will introduce the basic concepts of mean field games, beginning with the mean field limit that describes systems with infinitely many infinitesimal players.
Overview
Mean field game theory provides a framework for studying interactions among very large populations of agents doing dynamic optimization. This talk will introduce the basic concepts of mean field games, beginning with the mean field limit that describes systems with infinitely many infinitesimal players. We will discuss how optimal control theory and Hamilton-Jacobi equations lead to partial differential equations approach to the mean field game theory. The talk will conclude with a discussion of some results on the existence of weak solutions to mean field game PDE systems using monotone operator theory.
Presenters
Brief Biography
Melih Ucer is a postdoctoral researcher in the Mean-Field Games (MFG) group of Prof. Diogo Gomes at KAUST. He obtained his bachelor's degree from MIT in physics and PhD degree from Bilkent University in mathematics, where he did research on topology of algebraic varieties. Since he joined KAUST, he has been primarily working on the weak solution concepts to MFG equations. In addition, being a former IMO medalist, he is still active in training olympiad students.
Related Highlights
Melih Ucer
- Postdoctoral Research Fellow, Applied Mathematics and Computational Science
