Introduction to mean-field game theory

The seminars will focus on the theory of Mean-Field Games (MFG), covering general concepts, solution methods, and several applications. MFG theory is a mathematical framework used to model and analyze decision-making in large populations of interacting agents. In MFGs, each agent aims to optimize its own objective, taking into account both its individual state and the collective behavior of the entire population. MFG theory finds applications in a wide range of areas, including engineering, finance, and economics, to name a few. However, its complex structure has made it an active area of research in recent decades.