Mean Field Games and Applications
A.Y. 2021/2022
Course offered to students on the PhD programme in
Visit the PhD website for the course schedule and other information
Lead instructor: Luciano Campi
Through this course, the students will learn the theory of mean field games, how to analyse them mathematically in order to obtain existence and uniqueness of solutions and to characterize them using different tools coming from probability and PDEs. Moreover, the students will also learn how mean field games can be used for some relevant applications (especially in economics and finance).
Probability and basics of stochastic calculus (quick reminders about those during the lectures)
Assessment methods
Giudizio di approvazione
Assessment result
superato/non superato
How to enrol
Deadlines
The course enrolment deadline is usually the 27th day of the month prior to the start date.
How to enrol
- Access enrolment on PhD courses online service using your University login details
- Select the desired programme and click on Registration (Iscrizione) and then on Register (Iscriviti)
Ignore the option "Exam session date” that appears during the enrolment procedure.
Contacts
For help please contact [email protected]
Professor(s)