March 7-8, 2022

"Mean field games"

The objective of this course is to give an overview of the theory of mean field games, initiated by J.M. Lasry et P.L. Lions, which is dedicated to the analysis of differential games with a large number of players interacting with one another through aggregated quantities. We will first introduce an asymptotic version of the problem, i.e., with an infinite number of agents, using tools from partial differential equations and stochastic control. In this respect, we will provide reminders about mean field models. Next, we will give main results about existence and uniqueness of equilibria. Part of the lectures will also address the connection between finite and infinite games. We will also consider extensions, including games with a common noise, where the global state of the population is random. We will end up with a short review of actual problems, including some questions related with learning. 

Schedule

Polytechnique - Amphithéâtre Becquerel

Sessions monday 7 march 2022

Lecture II Video II

Sessions tuesday 8 march 2022

Lecture III Video III

Lecture IV Video IV