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Multi-scale mean-field games with common noise

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SCLW01 - Bridging Stochastic Control And Reinforcement Learning: Theories and Applications

In this talk, I will introduce two novel classes of mean-field games (involving regular control and optimal stopping ) in a two-scale regime and in the presence of common noise. I will discuss the existence of $\varepsilon$-equilibria in this setting, using an approach that avoids the classical difficulties typically encountered in the literature on mean-field games with common noise.

This talk is part of the Isaac Newton Institute Seminar Series series.

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