Mean-Field Games Lecture 1: Static Mean-Field Games
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Motivation and Context of Mean-Field Games
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Static Games
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Static Games: A Motivating Example
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Static Games: Abstract Framework
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Nash Equilibria
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Symmetric Games
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Static Game: Large Symmetric Games
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Convergence Questions
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p-Wasserstein distance
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Static Game: An Asymptotic Approximation
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Proof of Convergence Theorem
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Static Games: Mean-field Equilibrium
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Uniqueness of Mean-Field Equilibria
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Potential Games
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A Converse to the Limit Theorem
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Existence of Mean-Field Equilibria
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Proof: A Converse to the Limit Theorem
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Next Define the Random Variable
Description:
Explore the foundations of mean-field games in this comprehensive lecture from the "Advances in Applied Probability" program at ICTS Bangalore. Delve into static mean-field games, starting with motivations and context before examining abstract frameworks, Nash equilibria, and symmetric games. Learn about convergence questions, p-Wasserstein distance, and asymptotic approximations. Investigate mean-field equilibria, including uniqueness, potential games, and existence proofs. Gain insights into large-scale systems modeling and analysis through probabilistic methods, essential for understanding complex interconnected networks in technology, commerce, and beyond.