
We are now twenty years after the formulation of a general mathematical theory of mean field games, which induced itslef a growing interest in mean field control from mathematicians. Most of the recent mathematical developments have been quite independent from economics concern, and vice versa. Quite far from sounding pessimistic, this conference aims at bringing together the two communities, to revive and start the natural interactions between them.
Confirmed speakers
Registration is closed.
10:30 - 11:00 Welcome coffee
11:00 - 11:45 The impact of a barrier to imitation in knowledge-based
growth models
Alessio Porretta (Universita di Roma Tor Vergata)
11:45 - 12:30 On approximate Nash equilibria in mean field games
Nizar Touzi (New-York University)
12:30 - 14:00 Lunch
14:00 - 15:30 Solving Heterogeneous Agent Models with the Master
Equation
Adrien Bilal (Stanford University)
15:30 - 16:00 Break
16:00 - 16:45 Mastering overlapping-generations models in continuous
time
Yves Achdou (Université Paris Cité) & Lukas Frank
(Karlsruhe Institute of Technology, Université Paris Cité)
16:45 - 17:30 TBA
Pascal Gibart (Crédit Agricole CIB)
09:30 - 10:30 MFG without rational expectations
Benjamin Moll (London School of Economics)
10:30 - 11:00 Break
11:00 - 11:45 The equilibrium price of bubble assets
Jean-Michel Lasry (Chaire Finance et Développement
Durable)
11:45 - 12:30 New issues in managing distributed flexibilities in Power
systems
Nadia Oudjane (Electricité de France R&D)
12:30 - 14:00 Lunch
14:00 - 15:30 Strategic Complementarity = Persistence in
Linear-Quadratic Mean Field Games
Fernando Alvarez (University of Chicago)
15:30 - 16:00 Break
16:00 - 16:45 Mean field games in portfolio management with
partial information and relative performance
Panagiotis Souganidis (University of Chicago)
16:45 - 17:30 Singular Mean-field Control via Singular Mean-field
Games
Giorgio Ferrari (Bielefeld University)