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A kinetic theory view of mean field games and applications to economics

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If you have a question about this talk, please contact Mustapha Amrani.

Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches

We develop a kinetic theory framework for a games with a continuum of players where Nash equilibria play the role of thermodynamic equilibria. We discuss its connections with mean-field games. We consider the situation of time-scale separation where the slow evolution of the system is driven by the fast relaxation to Nash equilibria and apply it to a model of non-conservative economies.

This talk is part of the Isaac Newton Institute Seminar Series series.

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