[Amath-seminars] AMATH Boeing Distinguished Colloquia, 4 - 5 pm, February 2nd, Thursday, at Dempsey 104

Bin Zou binzou at uw.edu
Wed Feb 1 22:05:43 PST 2017


Hello everyone,



The Department of Applied Mathematics would like to invite you to join us
for the upcoming Boeing Distinguished Colloquia which features Prof. Rene
Carmona from Princeton.

The Boeing seminar is scheduled on *February 2nd*, 2017 (Thursday) from *4:00
pm to 5:00 pm* at *Dempsey Hall <http://www.washington.edu/maps/#!/DEM> 104*
.

A reception will be held at Lewis Hall (Lounge, 2nd floor) after the
Boeing seminar.





*Speaker: *Prof. Rene Carmona (ORFE, Princeton)


*Title:* Mean Field Games: theory and applications


*Abstract:* We review the Mean Field Game paradigm introduced independently
by Caines-Huang-Malhame and Lasry-Lyons ten years ago, and we illustrate
their relevance to applications with a couple of examples (bird flocking
and room exit). We then review the probabilistic approach based on
Forward-Backward Stochastic Differential Equations, and we derive the
Master Equation from a version of the chain rule (Ito’s formula) for
functions over flows of probability measures. Finally, motivated by the
literature on economic models of bank runs, we introduce mean field games
of timing and discuss new results, and some of the many
remaining challenges.


Thank you for your attention and look forward to seeing you at the seminar!


Sincerely yours,


Bin

----------------------------------------------
Bin Zou
Acting Assistant Professor
Department of Applied Mathematics
University of Washington
https://sites.google.com/site/zoubin19/
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