Learning Seminar on MFGAcademic year 2024-2025Time/Location: Tuesdays 9-11 AM at MW100a (9-10 AM when there is PDE seminar at 10:20-11:20am) |
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Note on Mean Field Games by Ryzhik LINK
Lecture Note by Cardaliaguet LINK
Lecture Note by Gueant LINK
Monograph by Fleming and Soner on Controlled Diffusion Processes LINK
The book (with 2 volumes) by Carmona and Delarue, more on the probabilistic side and quite long: LINK
The book by Philip Yam, which is very short and concise from probabilistic perspectives. Prof. Ng has a hard copy of it. LINK
(Ch. 5 is Optimal Switching) Continuous-time Stochastic Control and Optimization with Financial Applications by Huyen Pham LINK
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DATE |
SPEAKER |
TITLE |
Remark |
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Sep 3 |
Adrian Lam |
Introduction |
Intro to Note by Cardaliaguet |
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Sep 10 |
Ali Farsad |
2.1-2.3 Deterministic Optimal Control |
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Sep 17 |
Ali Farsad |
2.1-2.3 Deterministic Optimal Control |
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Sep 24 |
Jia-Wei Chu |
2.4-2.6 Stochastic Optimal Control |
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Oct 1 |
Ali Farsad |
2.7-2.8 Hamilton-Jacobi Equations and Viscosity solutions |
Note 1 |
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Oct 8 |
no seminar |
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Oct 15, 22 |
Ali Farsad |
2.7-2.8 Hamilton-Jacobi Equations and Viscosity solutions |
Note 1 |
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Oct 29 |
Chang-Hong Wu |
Game Theory Ch. 4 |
Ch. 3 of Cardaliaguet |
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Nov 5 |
Chang-Hong Wu |
Game Theory Ch. 4 |
Ch. 3 of Cardaliaguet |
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Nov 12 |
Chang-Hong Wu |
Game Theory Ch. 4 |
Ch. 3 of Cardaliaguet |
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Nov 19 |
Jia-Wei Chu |
Optimal Switching Problems |
Ch. 5 of Pham's monograph |
This page is maintained by Adrian Lam and John Holmes.
Does the page seem familiar? I started using this template thanks to my late colleague Professor Ching-Shang Chou.