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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)
François Delarue
Rene Carmona
Christy Graves
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
Deviations and Fluctuations for Mean Field Games
Kavita Ramanan
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 Theory, René 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