November 16-19, 2021, IMSI, Chicago
The paradigm of Mean Field Games (MFG) has become a major connection between distributed decision-making and stochastic modeling. Starting out in the stochastic control literature, it is gaining rapid adoption across a range of industries. The objective of this workshop is to give a clear vision of how MFG tools are being used in practical settings, both in complement and in contrast to the usual methodologies. The workshop will gather researchers both from industry and universities and will focus on diverse application areas, including (but not exclusively):
- Energy sector, including smart power grids and natural commodity markets
- Control and mitigation of Epidemics, including in the context of the Covid-19 pandemic response
- Financial market microstructure for algorithmic and high-frequency trading and cryptocurrencies
Further information is available on the workshop webpage.