Special Topics in Financial Mathematics:
Fall 2023, PSTAT 262FM
Mean Field Games and Applications
Prerequisites:
PSTAT 223A Stochastic Calculus
TEXT:
Rene Carmona and Francois Delarue
Probabilistic Theory of Mean Field Games with Applications I
Springer Probability Theory and Stochastic Modelling Series, 2018.
Friday 10:00 -- 11:50 - South Hall 5607F
Jean-Pierre Fouque
Office: South Hall 5504
fouque at pstat.ucsb.edu
From 9:00-10:00, before the class, there will be a Graduate Seminar on Quantum Computing given by Xiang Fang