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SUMMARY:Multi-scale mean-field games with common noise - Roxana Dumitrescu
  (Ecole Polytechnique Paris)
DTSTART:20251113T155000Z
DTEND:20251113T163000Z
UID:TALK240769@talks.cam.ac.uk
DESCRIPTION:In this talk\, I will introduce two novel classes of mean-fiel
 d games (involving regular control and optimal stopping ) in a two-scale r
 egime and&nbsp\;in the presence of common noise. I will discuss the existe
 nce 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.
LOCATION:Seminar Room 1\, Newton Institute
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