Speaker: Indranil Chowdhury, Postdoctoral Fellow, University of Zagreb, Croatia
Title of the talk: Wellposedness and numerical approximations of Nonlocal
Mean Field Games
Abstract: Mean Field Games (MFG) is a coupled system of equations
consisting of (i) backward Hamilton-Jacobi-Bellman equation and (ii)
forward Fokker-Planck equation. These model a class of differential
game problems with a large/ infinite number of agents. In this talk, I
will consider the MFG systems with nonlocal/fractional order diffusion.
The problems include strongly degenerate diffusion and the solutions of
such systems are usually interpreted by viscosity - very weak sense. I
will discuss the convergence analysis of the numerical approximation for
both degenerate and nondegenerate cases. I will also give a brief
overview about the new wellposedness result for fully nonlinear MFG.
Date: 27.09.2022
Time: 3-30 pm
Venue: MZ 195, Committee Room, Department of Mathematics, IIT Delhi.