Title: Mean field games: two fundamental approaches and graphon network modeling
Speaker: Minyi Huang，卡尔顿大学数学与统计学院教授
时间：7月1日上午9:30-11:00
地点：金融实验室
Abstract:Mean field game (MFG) theory has been developed largely following two routes: the direct approach and the fixed point approach. In the first part of this talk, we show their exact relation in a linear quadratic setting by introducing an asymptotic solvability notion (Joint work with M. Zhou).
Part 2 of the talk describes a new modeling of mean field games over dense networks (called graphon networks) which have emerged recently in the study of complex networks. This provides a continuum approach to analyze heterogeneous agents interacting through large networks (Joint work with P.E. Caines).