Department of Mathematics and Statistics
University of Jyväskylä
30th Jyväskylä Summer School

Course MA3:

Differential calculus on the Wasserstein space and mean field games
Pierre Cardaliaguet (University Paris-Dauphine)

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

Teaching material

Examination

Organization