Mean-field games, energy systems, and other applications
2-5 April 2019
Roxanna Dumitrescu, Kings College London
Goncalo dos Reis, University of Edinburgh
Luciano Campi, London School of Economics
Peter Tankov, ENSAE, Paris
This is a 4-day research workshop that covers the theoretical aspects of mean-field games (MF-games) and their applications to high-dimensional / distributed optimization problems mostly arising in environmental sciences, and energy and finance industry.
A key objective of the meeting is to bring together the mathematicians who are contributing to the development of the mean-field theory and engineers/practitioners working on its applications. The workshop focuses on the recent developments in probabilistic and analytical aspects of MF-equations and MF-games and their applications to optimization problems appearing in the energy and finance context.
The invited speakers are experts of international renown who are recognized for their significant contributions in this field. The meeting loosely follows the footsteps of the recent Alan Turing Institute (ATI) Workshop “Mean-field games, energy, and the environment” (12-14 Feb 2018).
On the day before the start of the workshop, on Monday, there will be a mini-course delivered by Daniel Lacker from Columbia University.
Details of the programme and how to participate in the workshop will appear here shortly.