The Master Equation for Mean Field Games

Explore the intricacies of the master equation for mean field games in this 48-minute lecture presented by Francois Delarue and Pierre Cardaliaguet at the International Mathematical Union. Delve into the mathematical foundations and applications of this advanced topic, gaining insights into the theoretical framework and practical implications of mean field games. Examine the key concepts, methodologies, and recent developments in this specialized area of mathematical analysis, enhancing your understanding of complex systems and strategic decision-making in large populations.

Francois Delarue; Pierre Cardaliaguet: The master equation for mean field games