Alpár Richárd MÉSZÁROS




Thursday, November 17, 2016 - 3:00pm to 4:00pm




In the first part of this talk I will do a brief introduction to the recent theory of Mean Field Games (MFG) initiated by J.-M. Lasry and P.-L. Lions. The main objective of the MFG theory is the study of the limit behavior of Nash equilibria for symmetric differential games with a very large number of “small” players. In its simplest form, as the number of players tends to infinity, limits of Nash equilibria can be characterized in terms of the solution of a coupled system of a Hamilton-Jacobi and Fokker-Planck (or continuity) equations. The first equation describes the evolution of the value function of a typical agent, while the second one characterizes the evolution of the agents’ density. In the second part, I will introduce a variational MFG model, where we impose a density constraint. From the modeling point of view, imposing this new constraint means that we are aiming to avoid congestion among the agents. We will see that a weak solution of the system contains an extra term, an additional price imposed on the saturated zones. I will show that this price corresponds to the pressure field from the models of incompressible Euler equations à la Brenier. If time permits, I will discuss the regularity properties of the pressure variable, which allows us to write optimality conditions at the level of single-agent trajectories and to define a weak notion of Nash equilibrium for our model. The talk is based on a joint work with P. Cardaliaguet (Paris Dauphine) and F. Santambrogio (Paris-Sud, Orsay).