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The theme of this project is the recent theory of Mean Field Games (by Lasry and Lions), dealing with non-0-sum N-person stochastic differential games and their limit as the number of players N goes to infinity, by methods of nonlinear Partial Differential Equations. We plan to study mostly problems with several interacting populations, that are largely open at the moment. In particular we are interested in the basic theory, including the rigorous derivation of the PDEs from the microscopic model, as well as applications to models in Economics and Social Sciences.
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