Аннотация:
McKean-Vlasov models define a class of stochastic evolution equations
which arise
from the probabilistic interpretation of nonlinear physical and
biological systems
and from the large-population asymptotic of particle systems in mean-field
interactions. Originally introduced in the sixties, the theoretical
and practical
interests for McKean-Vlasov models have been extensively invigorated over the
past fifteen years following the deeper connections between these models and
economic and social population dynamics, game theory and control problems and
the modeling of efficient machine learning methods. This talk will be dedicated
to present the fundamentals of McKean-Vlasov models, from a theoretical and
practical point of view, and to discuss the most recent trends related
to these models.
|
