1 présentation

• 
  10h30 - 12h10

  Mean Field Games and Applications

  • Dena Firoozi, prés., HEC Montréal
  • Shuang Gao, Polytechnique Montréal

  This tutorial provides an overview of the theory of mean field games (MFG), a powerful framework for finding approximate solutions for large population stochastic dynamic games. The tutorial includes a concise introduction to the MFG theory and the MFG equations, and then explores applications in various domains, notably finance, aiming to equip the audience with a solid understanding of the MFG theory and its diverse applications.