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Lecture

HJB, MFG and others (continued)

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    See also:

    This year's lecture focused on methods for regularizing nonlinear " partial differential equations " in infinite dimension. Our motivation stems from the study of infinite-dimensional Hamilton-Jacobi-Bellman (HJB for short) equations and Mean Field Games (MFG for short) equations in the so-called hilbertian  formulation.

    Documents and media

    Program

    HJB, MFG and others (continued) (1)
    Pierre-Louis Lions

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    Lecture
    HJB, MFG and others (continued)
    Salle 5, Site Marcelin Berthelot
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    HJB, MFG and others (continued) (2)
    Pierre-Louis Lions

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    Lecture
    HJB, MFG and others (continued)
    Salle 5, Site Marcelin Berthelot
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    Dynamics of a gas of hard spheres : analysis of correlations
    Laure Saint-Raymond

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    Seminar
    Applied mathematics
    Salle 5, Site Marcelin Berthelot
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    HJB, MFG and others (continued) (3)
    Pierre-Louis Lions

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    Lecture
    HJB, MFG and others (continued)
    Salle 5, Site Marcelin Berthelot
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    Dynamics of a gas of hard spheres : fluctuations and large deviations
    Thierry Bodineau

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    Seminar
    Applied mathematics
    Salle 5, Site Marcelin Berthelot
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    HJB, MFG and others (continued) (4)
    Pierre-Louis Lions

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    Lecture
    HJB, MFG and others (continued)
    Salle 5, Site Marcelin Berthelot
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    HJB, MFG and others (continued) (5)
    Pierre-Louis Lions

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    Lecture
    HJB, MFG and others (continued)
    Salle 5, Site Marcelin Berthelot
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    HJB, MFG and others (continued) (6)
    Pierre-Louis Lions

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    Lecture
    HJB, MFG and others (continued)
    Salle 5, Site Marcelin Berthelot
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    Scaling Limits and Homogenization of Hamilton-Jacobi Equations with Stochastic Forcing
    Benjamin Seeger

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    Seminar
    Applied mathematics
    Salle 5, Site Marcelin Berthelot
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    HJB, MFG and others (continued) (7)
    Pierre-Louis Lions

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    Lecture
    HJB, MFG and others (continued)
    Salle 5, Site Marcelin Berthelot
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    HJB, MFG and others (continued) (8)
    Pierre-Louis Lions

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    Lecture
    HJB, MFG and others (continued)
    Salle 5, Site Marcelin Berthelot
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    Notes on first eigenvalues and eigenfunctions
    Pierre-Louis Lions

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    Seminar
    Applied mathematics
    Salle 5, Site Marcelin Berthelot
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    HJB, MFG and others (continued) (9)
    Pierre-Louis Lions

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    Lecture
    HJB, MFG and others (continued)
    Salle 5, Site Marcelin Berthelot
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    Optimal transport and planning problem in a stochastic framework in finite state space
    Charles Bertucci

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    Seminar
    Applied mathematics
    Salle 5, Site Marcelin Berthelot
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    Solving Cauchy problems by convex minimization and matrix generalizations of mean-field games
    Yann Brenier

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    Seminar
    Applied mathematics
    Salle 5, Site Marcelin Berthelot
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    Around barycentres in Wasserstein space
    Guillaume Carlier

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    Seminar
    Applied mathematics
    Salle 5, Site Marcelin Berthelot
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    Interacting Particle Systems: fast algorithms for classical and quantum N-body problems and non-convex optimization
    Shi Jin

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    Seminar
    Applied mathematics
    Salle 5, Site Marcelin Berthelot
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    See also

    Seminar related to the lecture: Applied mathematics
    Pierre-Louis Lions, chair Partial Differential Equations and Applications