Department of Mathematics and Statistics
University of Jyväskylä
30th Jyväskylä Summer School
Course MA3:
Abstract
The goal of this course is to introduce some aspects of the calculus in the space of probability
measures and to explain how these notions apply to the theory of mean field games (optimal control problems with
infinitely many controllers). We will first briefly survey the various notions related to differentiability in the space of
probability measures. Then we will discuss a typical example of problem of calculus of variation in this space and its relation
with mean field games.
Dates and Times
- 16.08.2021 - 20.08.2021 (Monday - Friday)
- 9:15-11:00 Finnish time (GMT+3h)
Teaching material
- Lecture Notes
- Y. Achdou, P. Cardaliaguet, F. Delarue, A. Porretta, F. Santambrogio: Mean Field Games.
Lecture Notes in Mathematics, CIME, 2281.
- Lecture 1
- Lecture 2
- Lecture 3
- Lecture 4
- Lecture 5
Examination
- Problems to solve
- Please return your solutions by email to Professor Cardaliaguet by Monday, September 6.
Organization
- Coordinator: Stefan Geiss
- The lectures are given in
Zoom.
If you wish to participate, then please contact Stefan Geiss
to obtain the passcode.