Oberseminar Wissenschaftliches Rechnen (Dr. Stefana Anita)
A Mean Field Game System and a Related Deterministic Optimal Control Problem
| Date: | 05/22/2025, 12:00 PM - 1:30 PM |
| Category: | Veranstaltung |
| Location: | Hubland Nord, Geb. 30, 30.02.003 |
| Organizer: | Lehrstuhl für Mathematik IX (Wissenschaftliches Rechnen) |
| Speaker: | Dr. Stefana Anita |
Abstract:
This talk concerns a Mean Field Game (MFG) system related to a Nash type equilibrium for dynamical games associated to large populations. One shows that the MFG system may be viewed as the Euler-Lagrange system for an optimal control problem related to a Fokker-Planck equation with control in the drift. One derives the existence of a weak solution to the MFG system and under more restrictive assumptions one proves some uniqueness results.
