Some aspects of the mean-field stochastic target problem – Boualem Djehiche, KTH, Stockholm
This workshop is kindly sponsored by London Mathematical Society, EPSRC and is part of the Lloyd’s Register Foundation programme on Data-centric engineering at The Alan Turing Institute. The workshop “Mean-field games, energy and environment” aims to bring together leading experts in the field of Mean-field games and their applications, as well as researchers in other fields with an interest in MFG. Mean-field games have grown to be a powerful toolbox for high-dimensional distributed optimisation problems. In recent years they have found applications in a variety of domains, from optimisation of energy production and storage to the modelling of climate change negotiations.
The workshop will cover the basic theory of MFG and its applications to optimisation problems arising in the energy industry and the environmental sciences. A number of talks will be given by engineers working on distributed optimisation problems where MFG could be applied.