Mean field games are games in which players interact with a continuum of players, or the 'mean field'. In this talk, I will motivate using mean field games and describe an analytical method for finding solutions, resulting in coupled forward/backward nonlinear PDEs. In addition, I will discuss numerical schemes to solve the system of PDEs.
Graduate Student Seminar: Numerical Solutions to Mean Field Games
Feb 14 2017 - 12:30pm
Graduate Student Seminar
Fine Hall 214