Titre : Mean field games and applications

Conférencier : Wei YANG (University of Strathclyde Glasgow, Royaume-Uni)

Résumé :
In a system of large number interacting agents who may have competitive or common interests, the complexity of the analysis can become immense as the number of agents N tends to infinity. Mean field games method was designed to tackle this kind of problems. We present mean field games methodology in a general setting with arbitrary underlying Markov processes of interactions. Then we justify the mean field games as a proper approximation of large population systems with 1=N convergence rate. Finally, applications of this method are presented. This is a joint work with Vassili Kolokoltsov.