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The Department of Mathematics is hosting a series of colloquia, open for all to attend. On 15 December 2022, François Delarue from the Université Côte d'Azur will give a talk on 'Mean Field Games'.
Abstract: François will make a presentation of the theory of mean field games, introduced 15 years ago by two groups of researchers, Lasry and Lions in France, and Caines, Huang and Malhamé in Canada. This is a theory for games with many agents with weak interaction. The very purpose of it is to address directly the limiting game with an infinite number of agents. The theory has drawn of lot of attention in mathematics as it uses tools from different areas (PDE, probability, calculs of variations). The first part of François' talk will be dedicated to the roots of the theory. In the second part, François will focus on more recent objects, like the master equation, which is a PDE set on the space of probability measures and which is the analogue of the so-called Nash system in game theory but in infinite dimension. François will review some of the recent works in this direction and some questions that are left open.
About the Speaker: François Delarue studied at the École Normale Supérieure de Lyon and obtained his PhD in Applied Mathematics at the Université de Provence - Aix-Marseille I in 2002 supervised by Étienne Pardoux. He is currently the coordinator of the Probability and Statistics team of the Laboratory of Mathematics J.-A. Dieudonné, which he joined in 2009. He works on stochastic processes and their connection with PDEs, both from the theoretical and numerical points of view. Recently, he started to investigate the modelling of carbon markets. He has been Junior member of the Institut Universitaire de France (2014-2019) and, in 2020, he obtained the AMS J. Doob Prize and the SMF/SMAI Prix Maurice Audin.
This talk will take place in person at King's College London and will be streamed online via Microsoft Teams. Please click 'Register for this event' to sign up for either an In-Person Ticket or an Online Ticket. If you wish to attend the in-person event, you must select the correct ticket type.
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