Alpar Meszaros, UCLA, Mean Field Games and Master Equations
SAS 4201The theory of Mean Field Games was invented roughly a decade ago simultaneously by Lasry-Lions on the one hand and Caines-Huang-Malhamé on the other hand. The aim of both groups was to study Nash equilibria of differential games with infinitely many players. In the first half of the talk, we will introduce some basic models…