Research topics

Our main topics of research include, both from an analytical and a probabilistic perspective:

• Analysis of systems of PDEs and FBSDEs arising in Mean Field Games and Game theory;

• Asymptotic description of equilibria in N-player games;

• Analysis of the Master Equation in Mean Field Games;

• Applications of Mean Field equilibria to financial and energy markets;

• Controlled McKean-Vlasov dynamics;

• Numerical methods for Mean Field Games;

• Regularity aspects and qualitative properties for nonlinear elliptic and parabolic partial differential equations and systems.