Status | Confirmed |
Seminar Series | SOUTEN-TH |
Subjects | math-ph |
Date | Monday 24 February 2020 |
Time | 14:00 |
Institute | LPTM |
Seminar Room | 4.13 St Martin II |
Speaker's Last Name | Bonnemain |
Speaker's First Name | Thibault |
Speaker's Email Address | |
Speaker's Institution | LPTM Cergy Paris Université, CNRS |
Title | Quadratic Mean Field Games with Negative Coordination |
Abstract | Mean Field Games provide a powerful theoretical framework to deal with stochastic optimization problems involving a large number of coupled subsystems. They can find application in several fields, be it finance, economy, sociology, engineering ... However, this theory is rather recent and still poses many challenges. Its constitutive equations, for example, are difficult to analyse and the set of behaviours they highlight are ill-understood. While the large majority of contributions to this discipline come from mathematicians, economists or engineering scientists, physicist have only marginally be involved in it. In this thesis I try and start bridging the gap between Physics and Mean Field Games through the study of a specific class of models dubbed "quadratic". |
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