Differential Equations Seminar: Jameson Graber (Baylor)
Monday, September 21, 2020 · 11 AM - 12 PM
Title: The Master Equation in Mean Field Games: Recent Approaches
Abstract: The Master Equation is fundamental in mean field game theory. Unlike classical PDE, it involves derivatives on an infinite dimensional space, namely a space of measures. As a result, any theory of solutions, including well-posedness and regularity, requires new techniques. In this talk I will give an introduction to the Master Equation and discuss recent approaches to proving existence of solutions.
Abstract: The Master Equation is fundamental in mean field game theory. Unlike classical PDE, it involves derivatives on an infinite dimensional space, namely a space of measures. As a result, any theory of solutions, including well-posedness and regularity, requires new techniques. In this talk I will give an introduction to the Master Equation and discuss recent approaches to proving existence of solutions.
