Mathematics Colloquium
Asaf Cohen
University of Michigan
Title: Finite-state Mean Field Games: Theory and Numerical Methods
Date: Friday, September 26th
Place and Time: Love 101, 3:05-3:55 pm
Abstract. In this talk, I will discuss large population stochastic games defined on finite state spaces and introduce the associated limiting framework known as mean field games, which characterize the equilibrium behavior as the population size grows. I will present both partial differential equations (PDEs) and probabilistic approaches for analyzing and finding equilibria in mean field games. Finally, I will showcase several neural network-based methods for numerically solving these mean field game models, highlighting their effectiveness and potential applications. This talk is based on joint works with Erhan Bayraktar, William Hofgard, Mathieu Lauriere, and Ethan Zell.