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Caltech/UCLA Joint Analysis Seminar

Friday, May 3, 2019
5:30pm to 6:20pm
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Linde Hall 310
The First-Order Planning Problem in Mean Field Games
Jameson Graber, Department of Mathematics, Baylor University,

The planning problem, as introduced by P.-L. Lions, is a model for Nash games with a continuum of players in which the initial and final distributions of states are prescribed. In the first-order case, we have a clear analogy with optimal transport problems, which is reminiscent of the Benamou-Brenier formulation of the Monge-Kantorovitch problem. In this presentation we will give conditions under which existence of solutions is guaranteed for any absolutely continuous initial/final measures. Additionally, we will show how, unlike for classical optimal transport problems, the running costs imposed on the density variable result in extra regularity in both time and space.

For more information, please contact Math Department by phone at 626-395-4335 or by email at [email protected].