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First Order Mean Field Games

MA5912Elective Modules3 ECTSEnglishEinmaligDepartment Mathematics
AI-edited module sheet. Based on the TUMonline module description, edited for readability.Original in TUMonline

What it is about

You will learn the foundations and current methods of First Order Mean Field Games (MFG) with a focus on variational principles, congestion or congestion models and connections to dynamic optimal transport. By the end you will understand existence and uniqueness questions, regularity tools and variants such as dense- or time-minimal constrained MFG.

What you will be able to do

  • Understanding the theory of Mean Field Games
  • Overview of congestion games
  • Foundations of dynamic optimal transport problems
  • Existence of equilibria in regular MFG
  • Variational formulations and associated MFG systems
  • Regularity methods and L^∞ estimates for quadratic MFG
  • Knowledge of variants: dense-constrained and minimal-time MFG
  • Insight into ODEs/PDEs in the measure space and the master equation

What the module consists of

  • LectureContent is presented with examples and discussion; main event for conveying the topics

Teaching method

  • LecturePresentation of content by example, discussion to stimulate own analyses and independent literature work; if interested, practice sessions can be organized
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Official page in TUMonline · Details are not binding.