Based on the result of the poll, we will be learning the theory of Mean Field Games.

Mean Field Games as a mathematical discipline were pioneered by Pierre-Louis Lions and model the actions of large populations (or particles) which interact somehow with their near neighbors. The population here is viewed as a continuum or density, allowing us to use PDE techniques in our analysis.

The standard Toy Model of Mean Field Games is the “wave” that you might see in the stands of a Pirates Game- You choose to sit or stand based on the people sitting next to you, and the result is a standing wave in the crowd.

For our text, there is a 60 page pdf available online by Guéant, Lasry, and Lions from 2009.

Schedule (so far)

Fridays, 8:30am-9:30am

Name Chapter(s) Date Topic
Adrian Hagerty 1 01/27 Introduction
Giovanni Gravina 2 02/03 When’s the meeting start?
Ryan Xu   02/10 Hamilton-Jacobi-Bellman equation
Giovanni Gravina 2 02/17 When’s the meeting start? (cont.)
Sam Cohn 2 02/24 When’s the meeting start? (cont.)
Won Eui Hong 3 03/01 Oil production
Son Van 4 03/24 Mexican wave
Kevin Ou 5 03/31, 04/07 Population distribution
Yuanyuan Feng 6 04/28, 05/05 Asset managers and rankings
Sam Cohn   05/05 Grand look back

Participants registered so far (in no particular order): Kevin Ou, Son Van, Sam Cohn, Ryan Xu, Won Eui Hong, Adrian Hagerty, Yuanyuan Feng, Slav Kirov, Giovanni Gravia