20 sep 2021 - 17 dec 2021   [open in google calendar]

University of Chicago, USA

This is long research program at IMSI, Institute for Mathematical and Statistical Innovation, new NSF research institute at University of Chicago.

This program is focused on Mean Field Games and Mean Field Control theories which provide an approach to studying models in which a large number of agents interact strategically in a stochastically evolving environment, all responding to various shocks and incentives. These theories offer a powerful approach to the study of a number of challenging problems in social economics. Aim of the program is facilitate an extensive interaction between mathematicians, statisticians, and applied scientists to advance the theory and better understand the applications.

There will be regular workshops, tutorials for graduate students, and conferences devoted to the applications (crowd dynamics, machine learning, data science, economic engineering, mathematical finance).

A short program Introduction to Mean Field Games and Applications will take place in June 2021 and serve as an introduction to this program.

• web page of the long program (Fall 2021)
• web page of the short introductory program (June 2021)