<div dir="ltr"><p class="gmail-MsoTitle" style="margin:0cm 0cm 0.0001pt;text-align:center;font-size:24pt;font-family:"New York",serif;font-weight:bold;text-decoration-line:underline"><span style="font-size:18pt;font-family:"Times New Roman",serif;color:rgb(32,33,36);background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial">Seminario di Finanza Quantitativa e di
Probabilità</span><span style="font-size:18pt;font-family:"Times New Roman",serif"></span></p>

<p class="gmail-MsoTitle" style="margin:0cm 0cm 0.0001pt;text-align:center;font-size:24pt;font-family:"New York",serif;font-weight:bold;text-decoration-line:underline"><span style="font-size:18pt;font-family:"Times New Roman",serif"><span style="text-decoration-line:none"> </span></span></p>

<p class="MsoNormal" align="center" style="margin:0cm 0cm 0.0001pt 9pt;text-align:center;line-height:18pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><b><span style="font-size:16pt;font-family:"Times New Roman",serif">Lunedì 18  marzo 2019</span></b><b><span style="font-size:16pt;font-family:"Times New Roman",serif"></span></b></p>

<p class="MsoNormal" align="center" style="margin:0cm 0cm 0.0001pt 9pt;text-align:center;line-height:18pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><span style="font-size:16pt;font-family:"Times New Roman",serif">ore 11:00</span></p>

<p class="MsoNormal" align="center" style="margin:0cm 0cm 0.0001pt 9pt;text-align:center;line-height:18pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><span style="font-size:16pt;font-family:"Times New Roman",serif"> </span></p>

<p class="MsoNormal" align="center" style="margin:0cm 0cm 0.0001pt 9pt;text-align:center;line-height:18pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><u><span style="font-size:16pt;font-family:"Times New Roman",serif">Scuola Normale Superiore</span></u></p>

<p class="MsoNormal" align="center" style="margin:0cm 0cm 0.0001pt 9pt;text-align:center;line-height:18pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><span style="font-size:16pt;font-family:"Times New Roman",serif">Pisa</span></p>

<p class="MsoNormal" align="center" style="margin:0cm 0cm 0.0001pt 9pt;text-align:center;line-height:18pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><span style="font-size:16pt;font-family:"Times New Roman",serif">Aula Bianchi Scienze</span></p>

<p class="MsoNormal" align="center" style="margin:0cm 0cm 0.0001pt 9pt;text-align:center;line-height:18pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><span style="font-size:16pt;font-family:"Times New Roman",serif"> </span></p>

<p class="MsoNormal" style="margin:0cm 0cm 0.0001pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><b><u><span style="font-size:10pt;font-family:"Times New Roman",serif"><span style="text-decoration-line:none"> </span></span></u></b></p>

<p class="MsoNormal" align="center" style="text-align:center;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial;margin:0cm 0cm 0.0001pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><b><span lang="EN-US" style="font-size:20pt;font-family:"Times New Roman",serif">Markus
Fischer</span></b></p>

<p class="MsoNormal" align="center" style="text-align:center;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial;margin:0cm 0cm 0.0001pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><b><span lang="EN-US" style="font-family:"Times New Roman",serif">(</span></b><span style="font-family:"Times New Roman",serif">University of Padua)</span></p>

<p class="MsoNormal" style="margin:0cm 0cm 0.0001pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><i><span lang="EN-US" style="font-family:"Times New Roman",serif"> </span></i></p>

<p class="MsoNormal" align="center" style="text-align:center;margin:0cm 0cm 0.0001pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><span style="font-size:16pt;font-family:"Times New Roman",serif">Terrà un
seminario dal titolo:</span></p>

<p class="MsoNormal" align="center" style="text-align:center;margin:0cm 0cm 0.0001pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><b><span style="font-size:22pt;font-family:"Times New Roman",serif"> </span></b></p>

<p class="MsoNormal" align="center" style="text-align:center;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial;margin:0cm 0cm 0.0001pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><b><span lang="EN-US" style="font-size:18pt;font-family:"Times New Roman",serif">“On
the convergence problem in mean field games: a two state model without
uniqueness”</span></b></p>

<p class="MsoNormal" align="center" style="text-align:center;margin:0cm 0cm 0.0001pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><b><i><span lang="EN-US" style="font-size:10pt;font-family:"Times New Roman",serif"> </span></i></b></p>

<p class="MsoNormal" style="text-align:justify;margin:0cm 0cm 0.0001pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><b><i><span lang="EN-US" style="font-size:10pt;font-family:"Times New Roman",serif">Abstract:</span></i></b></p>

<p class="MsoNormal" style="text-align:justify;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial;margin:0cm 0cm 0.0001pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><span lang="EN-US" style="font-family:"Times New Roman",serif">Mean field games are limit models for symmetric
non-cooperative dynamic N-player games as the number of players N tends to
infinity. The notion of solution usually adopted for the prelimit models is
that of a Nash equilibrium. The convergence problem consists in making the
passage to the limit rigorous. For Nash equilibria in Markov feedback
strategies, Cardaliaguet, Delarue, Lasry, and Lions (2015) established
convergence under the condition that the so-called master equation possesses a
unique (regular) solution. This implies uniqueness of solutions for the mean
field game. Here, we consider a simple two-state mean field game that exhibits
multiple solutions. We show that the (uniquely determined) Markov feedback Nash
equilibria of the associated N-player games select, as N tends to infinity, a
particular solution of the mean field game. That solution can be characterized
in different ways, as the unique entropy solution of the master equation
interpreted as a scalar conservation law, but also as the optimizer of an
associated deterministic control problem.</span></p>

<p class="MsoNormal" style="text-align:justify;margin:0cm 0cm 0.0001pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><span lang="EN-US" style="font-size:16pt;font-family:"Times New Roman",serif;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"> </span></p>

<p class="MsoNormal" style="text-align:justify;margin:0cm 0cm 0.0001pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><span style="font-size:16pt;font-family:"Times New Roman",serif;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial">Tutti gli
interessati sono invitati a partecipare.</span></p>

<p class="MsoNormal" style="text-align:justify;margin:0cm 0cm 0.0001pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><span style="font-size:16pt;font-family:"Times New Roman",serif;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"> </span></p>

<p class="MsoNormal" style="text-align:justify;margin:0cm 0cm 0.0001pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><span style="font-size:16pt;font-family:"Times New Roman",serif;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial">Classe di
Scienze</span><b><i><span style="font-size:16pt;font-family:"Times New Roman",serif"></span></i></b></p><p class="MsoNormal" style="text-align:justify;margin:0cm 0cm 0.0001pt;font-size:12pt;font-family:TradeGothicPl-CondEighteen"><span style="font-size:16pt;font-family:"Times New Roman",serif;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><br></span></p><div><div dir="ltr" class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><div>Valeria Giuliani</div><div>Scuola Normale Superiore</div><div>Servizio alla Didattica e Allievi</div><div>tel. 050 509260</div><div>Piazza dei Cavalieri, 7</div><div>56126 Pisa</div><div>E-mail: <a href="mailto:valeria.giuliani@sns.it" target="_blank">valeria.giuliani@sns.it</a></div><div>E-mail: <a href="mailto:classi@sns.it" target="_blank">classi@sns.it</a></div></div></div></div></div>

<p></p>

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