Where: Mathematics Department, via Sommarive, 14 - Povo, Aula A101
- Prof. Pierre-Louis Lions, mathematician - Collège de France
"Mean field games"
The lecture will be in English.
Archaeologist John Scheid, theoretical physicist Antoine Georges, medieval literature scholar Michel Zink, cognitive neuroscientist Stanislas Dehaene, neurobiologist Alain Prochiantz, Italian studies scholar and literary theorist Carlo Ossola, historian and sociologist Pierre Rosanvallon, archaeologist Jean-Pierre Brun and chemist Clément Sanchez, have already given lectures at the University of Trento. Now another notable scholar from Collège de France, Pierre-Louis Lions, a mathematician, visits our University for a lecture that will attract students, PhD candidates and professors, in the framework of the visiting professorship agreement that binds the two universities.
This talk will be a general presentation of Mean Field Games (MFG in short), a new class of mathematical models and problems introduced and studied in collaboration with Jean-Michel Lasry. Roughly speaking, MFG are mathematical models that aim to describe the behaviour of a very large number of “agents” who optimize their decisions while taking into account and interacting with the other agents. The derivation of MFG, which can be justified rigorously from Nash equilibria for N players games, letting N go to infinity, leads to new nonlinear systems involving ordinary differential equations or partial differential equations.
Many classical systems are particular cases of MFG like, for example, compressible Euler equations, Hartree equations, porous media equations, semilinear elliptic equations, Hamilton-Jacobi-Bellman equations, Vlasov-Boltzmann models... In this talk we shall explain in a very simple example how MFG models are derived and present some overview of the theory, its connections with many other fields and its applications.
Prof. Tubaro Luciano
Department of Mathematics
Università degli Studi di Trento
via Sommarive, 14 - Povo
Tel. +39 0461 281518