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Veranstaltungen

12. – 13. Februar 2026 (WIAS-ESH): Workshop/Konferenz: Widening the Scope of Rough and Stochastic Analysis -- Rough Women Reach Out!
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Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
Technische Universität Berlin
WIAS Berlin
Donnerstag, 12.02.2026, 15:30 Uhr (WIAS-406): Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations / Mathematical Optimization
Sarah Essadi, WIAS Berlin:
Constrained Mean-Field Games under Uncertainty
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Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, 4. Etage, Weierstraß-Hörsaal (Raum: 406)

Abstrakt
We consider mean-field games (MFGs) under uncertainty arising from constrained optimal control problems governed by stochastic ordinary differential equations (SODEs). Starting from a finite N-player game of risk-neutral agents whose individual dynamics are described by linear time-invariant ODEs with random parameters, we establish well-posedness of the SODE and prove existence and uniqueness results of optimal solutions. A characterization of optimal controls is obtained via first-order necessary optimality conditions. Passing to the limit as N goes to infinity, the mean-field interaction term is approximated by a probability measure, leading to a limiting MFG formulation. We show the existence of a mean-field equilibrium and prove that it induces an ε-Nash equilibrium for the finite N-game, as N tends to infinity. This provides a rigorous justification of the mean-field approximation for a large population of agents under uncertainty.

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Joint Research Seminar on Nonsmooth Variational Problems and Operator Equations

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WIAS Berlin
2. – 4. M�rz 2026 (IHP): Workshop/Konferenz: Leibniz MMS Days 2026
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Leibniz Institute for High Performance Microelectronics Frankfurt/Oder

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Leibniz Institute for High Performance Microelectronics Frankfurt/Oder
WIAS Berlin
16. – 18. M�rz 2026 (WIAS-ESH): Workshop/Konferenz: Workshop Optimal Transport and Noise: OT Meets (S)PDEs
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Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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Technische Universität Berlin
WIAS Berlin
1. – 5. Juni 2026 (WIAS-ESH): Workshop/Konferenz: ESGI 194 - The Berlin Study Group with Industry
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Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

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WIAS Berlin
6. – 8. Juli 2026 (WIAS-ESH): Workshop/Konferenz: Spreading Dynamics in Random Environment
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Weierstraß-Institut, Mohrenstr. 39, 10117 Berlin, Erdgeschoss, Erhard-Schmidt-Hörsaal

Veranstalter
WIAS Berlin