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Mean-field equations and their applications

Satellite
1st April 2019 to 5th April 2019
Venue: 
ICMS, Edinburgh

 

Organisers

Dr Roxana Dumitrescu (King’s College London, UK), Dr. Goncalo dos Reis, (University of Edinburgh, UK), Dr. Luciano Campi (London School of Economics, UK) and Prof. Peter Tankov (ENSAE, Paris, France).

Workshop theme

The Edinburgh workshop is a 4-day research workshop that covers the basic theory of mean-field games (MF-games) and its applications to optimisation problems arising in the energy industry and the environmental sciences. MF-games became a powerful toolbox for high-dimensional / distributed optimisation problems, being used in the optimisation of the energy production and storage, as well as in the modelling of climate change negotiations. A key objective of the meeting is to bring together the mathematicians who are contributing to the development of the mean-field theory and engineers/practitioners working on distributed optimisation problems where the mean-field paradigm could be applied. The invited speakers are experts of international renown who come from all over the world (UK, Europe and the USA), recognized for their major contributions in this field. The meeting follows loosely the footsteps of the recent Alan Turing Institute (ATI) Workshop “Mean-field games, energy, and environment” (12-14 Feb 2018).

The meeting focuses on probabilistic aspects of MF-equations and MF-games, i.e., the recent developments in solving optimization problems appearing in MF-games and MF-equations, in the energy context. These tools and results appear from the purely theoretical side, in numerical approximation problems or enmeshed in applied problems.

On the day prior to the start of the workshop, Monday, there will be mini-courses delivered by senior guests.

University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons