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Mean-field Games and Nonlinear PDE
MFG
Mean-field Games and Nonlinear PDE
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David Evangelista, Ph.D. Student, Applied Mathematics and Computational Sciences
game theory
,
market microstructure
,
mean-field games
,
optimal control theory
,
optimal execution
,
Partial Differential Equations
,
price formation
Diogo Gomes, Program Chair, Applied Mathematics and Computational Sciences
Hamilton-Jacobi equations
,
mean-field games
,
nonlinear PDEs