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Lecture Notes and/or Slides for the

2020 AMS Short Course on

Mean Field Games: Agent-based Models to Nash Equilibria

 

 

Mean Field Games and the Master Equation (notes)

Mean Field Games (slides)

François Delarue

 

Lecture Notes

Rene Carmona

 

Lecture Notes 

Slides

Christy Graves

 

Lecture Notes

Slides

Daniel Lacker

 

On Numerical Methods for Mean Field Games and Mean Field Control (slides)

Mathieu Laurière

 

Mean Field Games: A paradigm for Individual/Mass Interactions (slides)

Roland Malhamé

 

Schedule

AMS Short Course on Mean Field Games: Agent Based Models to Nash Equilibria

Capitol Ballroom, 2, 3, 4th Floor, Hyatt Regency Denver

Monday January 13, 2020

8:30 a.m.     Registration

9:45 a.m.     Introduction

10:00 a.m.  The Nash certainty equivalence and applications,  Roland P. Malhamé, Polytechnique Montréal

11:00 a.m.   Break

11:30 a.m.  The Nash certainty equivalence and applications: Exercise Session,  Christy V. Graves, Princeton University

12:00 p.m.  Break for Lunch

 2:00 p.m.   The Master Equation, François Delarue, Universite Cote d'Azur, France

 3:15 p.m.   Discussion and Break

 4:00 p.m.   Applications of Mean Field Games in Economic TheoryRené Carmona, Princeton University,

 5:15 p.m.   Reception

 

Tuesday January 14, 2020

 9:00 a.m.   The convergence problem, Daniel Lacker, Columbia University

10:15 a.m.  Break

10:45 a.m.  Deviations and fluctuations for mean field games, Kavita Ramanan, Brown University

12:00 p.m.  Break for Lunch

 2:00 p.m.   Numerical methods,  Mathieu Laurière, ORFE, Princeton University