Xin Guo - Some recent progress on Mean Field Games

Seminar | March 6 | 3:30-5:30 p.m. | 3108 Etcheverry Hall

 Xin Guo, University of California Berkeley

 Industrial Engineering & Operations Research

Abstract: Mean Field Games (MFGs) is one of the most active research areas in stochastic controls and stochastic games, led by the pioneering works of Lasry and Lions (2007) and Huang, Malhame and Caines (2006). MFG provides a beautiful mathematical framework to analyze and approximate the notoriously hard $N$ player stochastic games. In this talk, I will provide a gentle introduction to this theory, with toy examples, together with some recent progress.

Bio: Professor Guo is the Coleman Fung Chair in Financial Modeling at UC Berkeley and specializes in stochastic control, semi-martingale and filteration expansions, credit risk, and (ir)reversible investment.

 kmcaleer@berkeley.edu, 510-642-6222