
Explore mean field games, their well-posedness, singularities, and advanced concepts with renowned mathematician Pierre-Louis Lions from Collège de France.

Explorez les jeux à champ moyen dans les systèmes multi-agents, en mettant l'accent sur les équilibres de Nash et les algorithmes d'apprentissage pour les scénarios de consensus et de dissensus.

Explore mean-field games using monotonicity techniques. Discover unified approaches for solving various MFG classes, including stationary, time-dependent, and planning problems with congestion.

Explore large-scale linear quadratic stochastic games with network couplings, examining graphon mean field game models, Nash equilibrium characterization, and low-complexity solution methods.

Explore mean field games for distributed control in smart grids, covering energy arbitrage, thermostatically controlled loads, and transmission expansion planning. Gain insights into optimizing future power networks.

Explores flexible demand technology's role in modern electricity markets using game theory, focusing on decarbonization challenges, system benefits, and impacts on market dynamics and investment planning.

Explore innovative techniques for managing grid frequency using household appliances, focusing on flexible refrigeration and stochastic balancing in power systems.

Explore mean-field games from an optimization perspective, covering theory, applications in energy and environment, and connections to distributed optimization problems.

Explore static mean-field games, Nash equilibria, and convergence theorems in large symmetric systems. Learn key concepts and proofs in this advanced applied probability lecture.

Comprehensive theory of discrete-time mean-field games, covering perfect and imperfect information structures, existence of equilibria, and extensions to risk-sensitive scenarios and hierarchies.

Explore computational methods for mean-field game systems, including finite-difference, convex optimization, Lagrangian, and machine-learning techniques for solving high-dimensional Hamilton-Jacobi PDEs.

Explore the mathematical foundations of mean field games and their master equation, delving into advanced concepts and applications in game theory and optimization.

Explores mean-field games for optimizing energy production and storage, focusing on coordinating centralized and distributed generation systems in the energy industry.

Explores mean-field stochastic target problems, focusing on theoretical aspects and potential applications in high-dimensional distributed optimization for energy and environmental challenges.

Explores turnpike theory in mean-field games, connecting stationary and dynamic solutions. Part of a workshop on MFG applications in energy and environmental optimization.

Explore connections between POMDPs and partially observed n-player mean-field games. Gain insights into discrete-time models, mean-field observability, and equilibrium existence in symmetric settings.

Explore electricity market dynamics and environmental policies through a mean-field game model, analyzing impacts on pricing, profitability, and renewable energy adoption.

Explore infinite-dimensional analysis of Hilbert-space valued LQ mean field games, delving into advanced mathematical concepts and their applications in finance.

Explore policy dynamics and algorithm design in stochastic and mean-field games, focusing on decentralized learning algorithms for multi-agent systems and near-equilibrium convergence.

Explore a novel approach to solving first-order mean-field games in price formation using Poincaré's Lemma and potential functions, with applications to linear-quadratic models.

Explore optimal design of Renewable Energy Certificate markets using principal-agent mean field game approach. Analyze agent behavior, market dynamics, and regulator strategies for balancing environmental and revenue impacts.