Differential Equations Seminar: Jameson Graber (Baylor)
Location
Mathematics/Psychology : 401
Date & Time
September 21, 2020, 11:00 am – 12:00 pm
Description
Title: The Master Equation in Mean Field Games: Recent Approaches
Abstract: The Master Equation is fundamental in mean field game theory. Unlike classical PDE, it involves derivatives on an infinite dimensional space, namely a space of measures. As a result, any theory of solutions, including well-posedness and regularity, requires new techniques. In this talk I will give an introduction to the Master Equation and discuss recent approaches to proving existence of solutions.
Abstract: The Master Equation is fundamental in mean field game theory. Unlike classical PDE, it involves derivatives on an infinite dimensional space, namely a space of measures. As a result, any theory of solutions, including well-posedness and regularity, requires new techniques. In this talk I will give an introduction to the Master Equation and discuss recent approaches to proving existence of solutions.
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