Online research seminar of Professor Kolesnikov and Professor Konakov “Stochastic Analysis and its Applications in Economics”. Speaker: Vassili Kolokoltsov (HSE; University of Warwick, UK)

Dear colleagues,

We are pleased to invite you to the online research seminar of Professor Kolesnikov and Professor Konakov “Stochastic Analysis and its Applications in Economics” which will be held in September, 25, 4-5:30pm.

Working language: English.

Speaker: Vassili Kolokoltsov (HSE; University of Warwick, UK).

The seminar’s topic: Mean field games with finite state spaces.

Mean field games (MFGs) represent the most important recent development in the game theory. It was initiated 15 years ago. MFGs with finite state spaces appeared a bit later in an attempt to understand the fundamental problems on more simple examples. In the talk we shall discuss the main ideas and examples, present the main result on the turnpike property of the stationary solutions and give some examples of real life modeling: inspections, corruption, cybersecurity.

For more information (for ZOOM access as well) contact the lab manager Anna Belykh (abelykh@hse.ru)