MATJ5109 MA3: Differential Calculus on the Wasserstein Space and Mean Field Games (JSS30) (1 op)
Opinnon taso:
Jatko-opinnot
Arviointiasteikko:
Hyväksytty - hylätty
Suorituskieli:
englanti
Vastuuorganisaatio:
Matemaattis-luonnontieteellinen tiedekunta
Opetussuunnitelmakaudet:
2020-2021, 2021-2022
Kuvaus
The goal of this course is to introduce some aspects of the calculus in the space of probability measures and to explain how these notions apply to the theory of mean field games (optimal control problems with infinitely many controllers). We will first briefly survey the various notions related to differentiability in the space of probability measures. Then we will discuss a typical example of problem of calculus of variation in this space and its relation with mean field games.
Osaamistavoitteet
After the course the student is familiar with the basic notion of
a) differentiability with respect to probability measures and
b) mean field games.
The student knows examples of mean field games and is able to apply the concept of differentiability with respect to probability measures.
Esitietojen kuvaus
The course requires the knowledge of mathematical analysis in master student level and basics in measure theory.
Suoritustavat
Tapa 1
Arviointiperusteet:
Examination at the end of the course
Valitaan kaikki merkityt osat
Suoritustapojen osat
x
Osallistuminen opetukseen (1 op)
Tyyppi:
Osallistuminen opetukseen
Arviointiasteikko:
Hyväksytty - hylätty
Arviointiperusteet:
Examination at the end of the course
Suorituskieli:
englanti