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#Mean-Field Games

Showing: 26 courses
Institut des Hautes Etudes Scientifiques (IHES)

Mean Field Games: Well-posedness, Singularities and Beyond

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Explore mean field games, their well-posedness, singularities, and advanced concepts with renowned mathematician Pierre-Louis Lions from Collège de France.
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1 Lesons
59 minutes
On-Demand
Free-Video
GERAD Research Center

Consensus and Dissensus in Multi-population Multi-agent Systems

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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.
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1 Lesons
1 hour 6 minutes
On-Demand
Free-Video
GERAD Research Center

Mean-Field Games Through Monotone Methods

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Explore mean-field games using monotonicity techniques. Discover unified approaches for solving various MFG classes, including stationary, time-dependent, and planning problems with congestion.
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1 Lesons
57 minutes
On-Demand
Free-Video
GERAD Research Center

Large Network-Coupled Mean Field Games and Associated Network Centralities

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Explore large-scale linear quadratic stochastic games with network couplings, examining graphon mean field game models, Nash equilibrium characterization, and low-complexity solution methods.
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1 Lesons
52 minutes
On-Demand
Free-Video
Alan Turing Institute

Mean Field Games and Smart Grids - Distributed Control Solutions for the Future Power Network

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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.
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24 Lesons
41 minutes
On-Demand
Free-Video
Alan Turing Institute

Role of Flexible Demand Technology in Modern Electricity Markets - A Game-Theoretic Perspective

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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.
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13 Lesons
38 minutes
On-Demand
Free-Video
Alan Turing Institute

Managing Grid Frequency Using Noisy On-Off Appliances - Simon Tindemans, Imperial

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Explore innovative techniques for managing grid frequency using household appliances, focusing on flexible refrigeration and stochastic balancing in power systems.
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23 Lesons
43 minutes
On-Demand
Free-Video
Alan Turing Institute

An Optimization Perspective on Mean-Field Games - Wei Zhang, Ohio State University

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Explore mean-field games from an optimization perspective, covering theory, applications in energy and environment, and connections to distributed optimization problems.
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20 Lesons
44 minutes
On-Demand
Free-Video
International Centre for Theoretical Sciences

Analysis of Mean-Field Games - Lecture 1

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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.
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19 Lesons
1 hour
On-Demand
Free-Video
Institute for Pure & Applied Mathematics (IPAM)

A General Theory for Discrete-Time Mean-Field Games

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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.
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1 Lesons
49 minutes
On-Demand
Free-Video
Institute for Pure & Applied Mathematics (IPAM)

Computational Methods for Mean-Field Games

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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.
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1 Lesons
1 hour 17 minutes
On-Demand
Free-Video
International Mathematical Union

The Master Equation for Mean Field Games

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Explore the mathematical foundations of mean field games and their master equation, delving into advanced concepts and applications in game theory and optimization.
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1 Lesons
48 minutes
On-Demand
Free-Video
Alan Turing Institute

The Coordination of Centralised and Distributed Generation - René Aid, Université Paris-Dauphine PSL

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Explores mean-field games for optimizing energy production and storage, focusing on coordinating centralized and distributed generation systems in the energy industry.
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1 Lesons
52 minutes
On-Demand
Free-Video
Alan Turing Institute

Some Aspects of the Mean-Field Stochastic Target Problem - Boualem Djehiche, KTH, Stockholm

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Explores mean-field stochastic target problems, focusing on theoretical aspects and potential applications in high-dimensional distributed optimization for energy and environmental challenges.
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1 Lesons
30 minutes
On-Demand
Free-Video
Alan Turing Institute

Turnpike Theory for Mean-Field Games - Connecting Stationary and Dynamic Solutions

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Explores turnpike theory in mean-field games, connecting stationary and dynamic solutions. Part of a workshop on MFG applications in energy and environmental optimization.
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1 Lesons
41 minutes
On-Demand
Free-Video
GERAD Research Center

Connections between POMDPs and Partially Observed N-Player Mean-Field Games

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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.
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1 Lesons
58 minutes
On-Demand
Free-Video
Institut Henri Poincaré

A Mean-Field Game Model of Electricity Market Dynamics with Environmental Policies

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Explore electricity market dynamics and environmental policies through a mean-field game model, analyzing impacts on pricing, profitability, and renewable energy adoption.
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1 Lesons
33 minutes
On-Demand
Free-Video
Fields Institute

Hilbert-Space Valued LQ Mean Field Games - An Infinite-Dimensional Analysis

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Explore infinite-dimensional analysis of Hilbert-space valued LQ mean field games, delving into advanced mathematical concepts and their applications in finance.
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1 Lesons
22 minutes
On-Demand
Free-Video
GERAD Research Center

Policy Revision Dynamics and Algorithm Design in Stochastic and Mean-Field Games

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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.
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13 Lesons
56 minutes
On-Demand
Free-Video
GERAD Research Center

A Potential Approach for One-Dimensional Price Formation Models

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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.
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1 Lesons
42 minutes
On-Demand
Free-Video
GERAD Research Center

Optimal Design of Renewable Energy Certificate Markets: A Principal-Agent Mean Field Game Approach

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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.
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19 Lesons
36 minutes
On-Demand
Free-Video
Alan Turing Institute

Reinforcement and Mean-Field Games in Algorithmic Trading - Sebastian Jaimungal

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Explore reinforcement learning and mean-field games in algorithmic trading, covering deep Q-learning, reinforced deep Kalman filters, and heterogeneous agent interactions with differing beliefs in financial markets.
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16 Lesons
1 hour 14 minutes
On-Demand
Free-Video
Society for Industrial and Applied Mathematics

Contract Theory and Mean Field Games to Inform Epidemic Models

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Contract theory and mean field games applied to epidemic control: exploring models with one principal and multiple agents to inform regulatory decisions in continuous and discrete state spaces.
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1 Lesons
1 hour 6 minutes
On-Demand
Free-Video
GERAD Research Center

Linear Stochastic Graphon Systems with Q-Noise

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Explore linear stochastic graphon systems with Q-noise, extending classical theory to large networks. Learn about LQG control problems, finite rank operators, and Nash Equilibrium approximations in graphon-based systems.
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1 Lesons
53 minutes
On-Demand
Free-Video
Society for Industrial and Applied Mathematics

Stochastic Games on Large Graphs in Mean Field and Sparse Regimes

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Explore stochastic games on large graphs, focusing on mean field and sparse regimes. Learn about linear-quadratic models, graph-based player interactions, and large-scale asymptotics in dense and sparse scenarios.
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19 Lesons
1 hour 3 minutes
On-Demand
Free-Video
Centre for Networked Intelligence, IISc

Min LQG Games and Collective Discrete Choice Problems in Decision Making

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Explore linear quadratic Gaussian games and their applications in social choice dynamics, election patterns, and micro-robotic exploration through mathematical modeling and Nash equilibria analysis.
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1 Lesons
42 minutes
On-Demand
Free-Video