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Seminar on Mean-Field Games
Last Updated: 2026-02-05 15:41:22
Abstract
Mean-field games provide a tractable model of large population strategic games. Introduced in the seminal works of Lasry and Lions, and Huang, Malhame and Caines, mean-field games enjoy growing interest by researchers and a wide variety of applications.In this seminar we want to acquaint ourselves with the basic problem formulation and some approaches to study such games.
Objective
Student should be at a sufficiently advanced level to present selected topics from research papers and books. The seminar will take an intermediate form, somewhere between a student seminar and a graduate reading course. As such, participants should be motivated to prepare a presentation based on research articles, but also willing to consult more senior participants for feedback and help if needed. Roughly the first half of the planned talks is suitable for masters students with a firm understanding of the probabilistic and analytic techniques, the remaining talks will be given by more advanced participants.
Content
The seminar will begin by recalling classical control theory, known results from stochastic differential games and then quickly progress to research-level topics on mean-field games. Over the course of the seminar we aim to gain a solid overview of current research on this topic. The typical participant will be an advanced graduate student, doctoral student or a postdoc, not necessarily an expert on the topic but interested in jointly learning the subject. The mean-field games literature employs an interesting mix of techniques form PDEs, stochastic analysis and optimal transport theory. The seminar provides a good staring point for students to write a M.Sc. thesis in this or related areas.
Resources
Literature
The seminar outline and references are available on the course website: https://metaphor.ethz.ch/x/2020/fs/401-4910-20L/
Learning Materials (Links)
- Main link
- Information
General Information
- Language
- English
- Levels
- DR , MSC
Examination
- Type
- ungraded semester performance
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| seminar | Seminar on Mean-Field Games |
|
2 h weekly |
Offered In
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Seminars (This semester, many seminars have a waiting list with special selection procedure. If no other criteria apply, a definitive registration will be granted first of all to students who haven't got another seminar registration. Here is the best procedure for dealing with two waiting lists: first choose your preferred seminar and afterwards choose an alternative seminar.)
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Doctoral Department of Mathematics (More Information at: The list of courses (together with the allocated credit points) eligible for doctoral students is published each semester in the newsletter of the ZGSM. WARNING: Do not mistake ECTS credits for credit points for doctoral studies!)