Mean Field Games and Mean Field Type Control


Department of Systems Engineering and Engineering Management

            The Chinese University of Hong Kong

Title     : Mean Field Games and Mean Field Type Control

Speaker    : Prof. Alain Bensoussan
Date       : May 27 (Monday)

Time       : 4:30 p.m. - 5:30 p.m.

Venue      : Room 513

             William M.W. Mong Engineering Building



We give a unified presentation of two research domains which have been very popular in the recent years, but considered independently. We provide a Dynamic Programming as well as a Stochastic Maximum Principle approach. We discuss many extensions and the issue of time consistency.

This is a joint work with Professor Jens Frehse and Professor Phillip Yam.


Alain Bensoussan is Ashbel Smith Professor and the Director of ICDRiA at the University of Texas at Dallas. He is also Chair Professor of Risk and Decision Analysis at the City University of Hong Kong and World Class University Distinguished Professor at Ajou University. He is Professor Emeritus at the University of Paris Dauphine and has an extensive research background in stochastic control, probability and stochastic processes. Professor Bensoussan served as President of National Institute for Research in Computer Science and Control (INRIA) from 1984 to 1996; President of the French Space Agency (CNES) from 1996 to 2003; and Chairman of the European Space Agency (ESA) Council from 1999 to 2002. He is a member of the French Academy of Sciences, French Academy of Technology, Academia Europae, and International Academy of Astronautics. His distinctions include IEEE Fellow, SIAM Fellow, Von Humboldt award, and the NASA public service medal. Professor Bensoussan was awarded the Officer’s Cross of Legion d'Honneur, Bundes Verdienst Kreuz and Commandeur of theOrdre National du Merite.

************************* ALL ARE WELCOME ************************

Host         : Prof. Chen Nan

Tel          : (852) 3943-8327

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Enquiries    : Prof. Li Lingfei

               Department of Systems Engineering and Engineering Management


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Monday, May 27, 2013 - 08:30 to 09:30