Mean field games with unbounded controls and general payoffs
Speaker:
Thaleia Zariphopoulou, University of Texas at Austin
Date and Time:
Tuesday, September 26, 2023 - 4:00pm to 5:00pm
Location:
Fields Institute, Room 230
Abstract:
I will introduce a family of finite horizon MFG with common noise, and general utilities and coupling functions. The related master equation will be discussed and closed-form solutions will be derived for relative performance criteria in fund management. The optimal policies will be also constructed and their approximations to their N-game counterparts will be explored.
