About David Evangelista David Evangelista Ph.D. Student, Applied Mathematics and Computational Science Partial Differential Equations mean-field games optimal control theory game theory market microstructure optimal execution price formation David Evangelista is a Ph.D. Candidate at King Abdullah University of Science and Technology (KAUST), working in the areas of partial differential equations, mean-field games (MFG), and market microstructure. He is expect to receive a Ph.D. from KAUST in June 2019, under the direction of Professor Diogo A. Gomes. David's research interests are in optimal control theory, nonlinear partial differential equations, MFG, and market microstructure. MFG is a framework to study interactions of a large number of indistinguishable players that play differential games. MFG has become an active research Events Presented Events May 26 - Jun 1, 2019 Stationary Mean-Field Games with Congestion David Evangelista, Ph.D. Student, Applied Mathematics and Computational Science May 28, 14:00 - 15:00 B2 L5 R5220 mean-field games Mean-field games MFG are models of large populations of rational agents who seek to optimize an objective function that takes into account their state variables and the distribution of the state variable of the remaining agents. MFG with congestion model problems where the agents’ motion is hampered in high-density regions. First, we study radial solutions for first- and second-order stationary MFG with congestion on R^d. Next, we consider second-order stationary MFG with congestion and prove the existence of stationary solutions. Additionally, we study first-order stationary MFG with congestion with quadratic or power-like Hamiltonians.
Stationary Mean-Field Games with Congestion David Evangelista, Ph.D. Student, Applied Mathematics and Computational Science May 28, 14:00 - 15:00 B2 L5 R5220 mean-field games Mean-field games MFG are models of large populations of rational agents who seek to optimize an objective function that takes into account their state variables and the distribution of the state variable of the remaining agents. MFG with congestion model problems where the agents’ motion is hampered in high-density regions. First, we study radial solutions for first- and second-order stationary MFG with congestion on R^d. Next, we consider second-order stationary MFG with congestion and prove the existence of stationary solutions. Additionally, we study first-order stationary MFG with congestion with quadratic or power-like Hamiltonians.
Related Sites Mean-field Games and Nonlinear PDE (MFG) Applied Mathematics and Computational Science (AMCS) Related Content Articles 1 Events 1 Related Links View publication list on KAUST Repository David Evangelista on Google Scholar David Evangelista on Researchgate David Evangelista on LinkedIn David Evangelista on Github David Evangelista on Twitter Personal website
