Date: Friday, January 29, 2016
Location: Rockefeller Hall 312
Title: What is mean field game theory?
Abstract: Mean field game theory has been quickly advancing since its birth in the last decade. Its many applications are found in economics and finance, networks and cybersecurity, and even biology. In this presentation I will introduce the fundamentals of the theory, starting with an explanation of the two conceptual components--game theory and mean field theory. Putting these ideas together leads to elegant mathematical models composed of nonlinear partial differential equations, whose analysis is both challenging and fruitful. I will explain how my own research contributes to our understanding of these models, and I will conclude by discussing new horizons for future research.
Tea at 4:15 in RH305