Analysis Seminar

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The Master Equation in Mean Field Games

Speaker: Pierre Cardaliaguet, Université Paris-Dauphine

Location: Warren Weaver Hall 1302

Date: Thursday, February 9, 2017, 11 a.m.

Synopsis:

In mean field game theory, the master equation is a kind of nonlinear, nonlocal transport equation stated on the space of measure. Based on joint works with Delarue, Lasry, Lions and Porretta, I will discussed the well-posedness of the equation and its applications to mean field games.