On the Optimal Control of McKean Vlasov SDEs and Mean Field Games in Infinite Dimension
In this talk we first provide, through examples, some motivation for the study of Mean Field Control/Games in infinite dimension. We then report on recent works on both subject. One one side we present the main ideas of three papers (with A. Cosso, I. Kharroubi, F. Masiero, H. Pham, M. Rosestolato) on the optimal control of McKean-Vlasov equations possibly valued in Hilbert spaces. On the other side we present the main ideas of papers with S. Federico, D. Ghilli, M. Rosestolato, A. Swiech, on Mean Field Games in infinite dimension.
Area: CS2 - Mean Field Games and Mean Field Control I (Jodi Dianetti & Mattia Martini)
Keywords: Mean Field Control in Hilbert Spaces, Mean Field Games in Hilbert Spaces, Economic Applications of Mathematical Models
Please Login in order to download this file