Wednesday, July 12, 2023 - 09:30 in ZiF
The planning problem for mean- eld games and large deviations of the surface height in the KPZ equation
A talk in the SPDEs, optimal control and mean field games series by
Panagiotis E. Souganidis from Chicago
| Abstract: |
Motivated by a problem about large deviations for the surface height in the KPZ
equation, we study the convergence of second-order mean field game to the planning
problem with Dirac masses at terminal and initial times in one space dimension.
The result then provides a rigorous proof for the large deviations as well as
the convergence of the rate functionals. This is joint work with Pierre-Louis
Lions.
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