##### Department of Mathematics,

University of California San Diego

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### Zoom for Thought

## Varun Khurana - Ph.D. student

#### UC San Diego

## Solving Mean Field Games and Mean Field Control Problems Using Machine Learning

##### Abstract:

A mean field game is usually denoted as a game with the number of players tending to infinity, which leads us to consider population densities of players and their resulting ``Nash equilibrium'' strategies. Mean field games have been used to model financial markets, population dynamics, and more, but solving the mean field games ends up requiring us to solve a high-dimensional PDE. To avoid the curse of dimensionality, we can instead use the method of characteristics to turn one of the PDEs in the mean field game into a system of ODEs and then solve the mean field game by parameterizing the dynamics of the ODE with a neural network.

### October 27, 2020

### 2:00 PM

### Please see email with subject ``Zoom for Thought Information''

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