Date/heure
22 février 2018
10:45 - 11:45
Oratrice ou orateur
Xiaolu Tan
Catégorie d'évènement Séminaire Probabilités et Statistique
Résumé
The mean-field game (MFG) consists in a differential game of a very large population on a finite or infinite time horizon. In this work, we study the mean-field games with branching, which allows to model the immigration, default and reproduction behaviour in the population. We show how the branching feature would change the formulation of the problem and then provide a general existence result of this new MFG. This is a joint work with Julien Claisse and Zhenjie Ren