{"id":243,"date":"2016-06-17T07:45:07","date_gmt":"2016-06-17T07:45:07","guid":{"rendered":"http:\/\/sites.maths.cf.ac.uk\/ntnlpde16\/?p=243"},"modified":"2016-06-17T07:45:07","modified_gmt":"2016-06-17T07:45:07","slug":"the-master-equation-and-the-convergence-problem-in-mean-field-gameswe-will-discuss-the-convergence-as-n-tends-to-infinity-of-a-system-of-n-coupled-hamilton-jacobi-equations-the-nash-system-th","status":"publish","type":"post","link":"https:\/\/sites.maths.cf.ac.uk\/ntnlpde16\/2016\/06\/17\/the-master-equation-and-the-convergence-problem-in-mean-field-gameswe-will-discuss-the-convergence-as-n-tends-to-infinity-of-a-system-of-n-coupled-hamilton-jacobi-equations-the-nash-system-th\/","title":{"rendered":"The master equation and the convergence problem in Mean Field Games"},"content":{"rendered":"<p><em>Pierre Cardaliaguet\u00a0(Paris-Dauphine)<\/em><\/p>\n<p>We will discuss the convergence,\u00a0 as $N$ tends to infinity, of a system of $N$ coupled Hamilton-Jacobi equations, the Nash system. This system arises in differential game theory. We describe the limit problem in terms of the so-called \u201cmaster equation\u201d, a kind of transport equation stated on the space of probability measures. This is a just work with F. Delarue, J.-M. Lasry and P.L. Lions.<\/p>\n<p><a href=\"http:\/\/sites.maths.cf.ac.uk\/ntnlpde16\/programme\/\">Back to Programme<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Pierre Cardaliaguet\u00a0(Paris-Dauphine) We will discuss the convergence,\u00a0 as $N$ tends to infinity, of a system of $N$ coupled Hamilton-Jacobi equations, the Nash system. This system arises in differential game theory. We describe the limit problem in terms of the so-called \u201cmaster equation\u201d, a kind of transport equation stated on the space of probability measures. This &hellip; <a href=\"https:\/\/sites.maths.cf.ac.uk\/ntnlpde16\/2016\/06\/17\/the-master-equation-and-the-convergence-problem-in-mean-field-gameswe-will-discuss-the-convergence-as-n-tends-to-infinity-of-a-system-of-n-coupled-hamilton-jacobi-equations-the-nash-system-th\/\" class=\"more-link\">Continue reading <span class=\"screen-reader-text\">The master equation and the convergence problem in Mean Field Games<\/span> <span class=\"meta-nav\">&rarr;<\/span><\/a><\/p>\n","protected":false},"author":8,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2],"tags":[],"class_list":["post-243","post","type-post","status-publish","format-standard","hentry","category-abstracts"],"jetpack_featured_media_url":"","_links":{"self":[{"href":"https:\/\/sites.maths.cf.ac.uk\/ntnlpde16\/wp-json\/wp\/v2\/posts\/243","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/sites.maths.cf.ac.uk\/ntnlpde16\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/sites.maths.cf.ac.uk\/ntnlpde16\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/sites.maths.cf.ac.uk\/ntnlpde16\/wp-json\/wp\/v2\/users\/8"}],"replies":[{"embeddable":true,"href":"https:\/\/sites.maths.cf.ac.uk\/ntnlpde16\/wp-json\/wp\/v2\/comments?post=243"}],"version-history":[{"count":0,"href":"https:\/\/sites.maths.cf.ac.uk\/ntnlpde16\/wp-json\/wp\/v2\/posts\/243\/revisions"}],"wp:attachment":[{"href":"https:\/\/sites.maths.cf.ac.uk\/ntnlpde16\/wp-json\/wp\/v2\/media?parent=243"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/sites.maths.cf.ac.uk\/ntnlpde16\/wp-json\/wp\/v2\/categories?post=243"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/sites.maths.cf.ac.uk\/ntnlpde16\/wp-json\/wp\/v2\/tags?post=243"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}