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PRODID:-//Columba Systems Ltd//NONSGML CPNG/SpringViewer/ICal Output/3.3-
 M3//EN
VERSION:2.0
CALSCALE:GREGORIAN
METHOD:PUBLISH
BEGIN:VEVENT
DTSTAMP:20251110T171742Z
DTSTART:20251112T130000Z
DTEND:20251112T140000Z
SUMMARY:SQUIDS Seminar: Numerical Computation of Mean Field Games Using C
 ole-Hopf Transformation and Fictitious Play
UID:{http://www.columbasystems.com/customers/uom/gpp/eventid/}p16k-mht982
 p8-93qwb8
DESCRIPTION:Speaker: Daisuke Inoue (Imperial College London)\n\nAbstract:
  Controlling large-scale multi-agent systems (MAS) is a critical challen
 ge in today’s highly interconnected society. In this presentation\, we p
 resent methods based on Mean Field Games (MFG) to address the computatio
 nal challenges associated with MAS control problems. By combining the Co
 le–Hopf transformation and fictitious play\, we first derive a linear it
 erative MFG (LIMFG)\, which resolves the nonlinearity and coupling probl
 ems inherent in MFG. Numerical schemes for LIMFG ensure ease of implemen
 tation while guaranteeing convergence of the solution. We discretize the
  LIMFG using two approaches: a finite difference method and a Monte Carl
 o method. The former uses an explicit Euler scheme for time discretizati
 on\, which allows convergence analysis by tracking the error through dis
 cretization and iteration. The latter uses the Feynman–Kac formula to ex
 press the PDE solution as the expected value of the solution to an SDE\,
  enabling efficient computation for problems that mesh-based methods can
 not handle.
STATUS:TENTATIVE
TRANSP:TRANSPARENT
CLASS:PUBLIC
LOCATION:Frank Adams Room 2\, Alan Turing Building\, Manchester
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