Dec 14 2015
Published by
NYU Shanghai
In recent years, the research in Mean Field Games has grown exponentially, attracting increasing attention from researchers in Physics, Mathematics and even Economics.
Aiming at facilitating cutting-edge interdisciplinary research and scholarly exchanges in this area, Yuning Liu and Laurent Mertz of the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai (the Institute) hosted Alain Bensoussan, a prominent mathematician, at the Institute in late November.
Alain Bensoussan’s fascinating lecture, titled “Master Equation in Mean Field Control Theory”, inspired lively discussions from faculty and students. The audience highly appreciated the opportunity of having in-depth discussions about concepts related to Mean Field Games, Mean Field Type Control, their relation with the master equation and the new control problems in Hilbert space with Professor Bensoussan in person.
Bensoussan is a Member of the French Academy of Sciences and the Director of ICDRiA (International Center for Decision and Risk Analysis) at the University of Texas at Dallas and a co-author of the book “Mean Field Games and Mean Field Type Control Theory”