Mean-field games, energy systems, and other applications

2-5 April 2019


1 April 2019 mini-course


ICMS, Bayes Centre, 47 Potterrow Edinburgh EH8 9BT

Organisers

Roxana Dumitrescu, King's 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. On the day before the start of the workshop, on Monday 1 April, there will be a mini-course delivered by Daniel Lacker from Columbia University.

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).

The organisers would like to acknowledge the generous support of the Maxwell Institute Graduate School in Analysis and its Applications, EPSRC and the Isaac Newton Institute's programme The mathematics of energy systems

 

Provisional list of speakers:

Beatrice Acciaio, London School of Economics
Rene Aid, University of Paris-Dauphine
Clémence Alasseur, Finance of Energy Market Research Centre
Charles Bertucci, University of Paris-Dauphine
Pierre Cardaliaguet, University of Paris-Dauphine
Rene Carmona, Princeton University
Francois Delarue, Université Nice-Sophia Antipolis
Roxana Dumitrescu, King's College London
Xin Guo, University of California Berkeley
Ulrich Horst, Humboldt University of Berlin
Sebastian Jaimungal, University of Toronto
Daniel Lacker, University of Columbia
Charles-Albert Lehalle, CMF
Thibaut Mastrolia, Ecole Polytechnique
Marcel Nutz, University of Columbia
Huyen Pham, University Paris Diderot (Paris 7)
Zhenjie Ren, University Paris-Dauphine
Phillip Yam, Chinese University of Hong-Kong

 

Arrangements

The mini-course on 1 April starts at 10.00 (with registration from 09.00) and will finish by approximately 17.00 The workshop will begin at 10.00 on Tuesday 2 April (with registration from 09.00) and will close with lunch on Friday 5 April. Participants should bear this in mind when they make their travel arrangements.

Participation

Registration for this workshop is now closed.
This workshop is co-ordinated by Diane Horberry diane.horberry @ icms.org.uk

Programme

The workshop programme can be viewed here.

The abstracts are available here

Photos from the workshop can be viewed here