Mean field game equation with controlled nonlocal diffusion
Indranil Chowdhury, Norwegian Institute of Science and Technology
| Speaker |
Indranil Chowdhury, Norwegian Institute of Science and Technology
|
|---|---|
| When |
Mar 04, 2020
from 04:00 PM to 05:00 PM |
| Where | LH 006 |
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Abstract: Mean Field Game (MFG) describes a system of two interdependent PDE of a specific structure (a pair of the Hamilton-Jacobi-Bellman and the Fokker-Planck-Kolmogorov equations). In this work, we discuss a version of MFG system involving nonlocal/fractional operator, which is related to controlled jump diffusion. We study the existence and uniqueness results of solutions to this system. This is a joint work with Espen Jakobsen and Milosz Krupski.