Seminar by Prof. Marco Morandotti (Politecnico di Torino)
Date: 24 Mar. 15:00—16:30
Venue: 502A (5F), Science Bldg No.2.  理学部２号館502A号室

Title: Well-posedness and propagation of chaos for multi-agent models with strategies and diffusive effects

Abstract: A multi-agent model for individuals endowed with strategies and subject to diffusive effects is proposed. The microscopic state of each agent is described by a spatial position and a probability measure, interpreted as a mixed strategy, over a compact metric space. The evolution is governed by a non-local interaction mechanism and by stochastic effects acting on the spatial component of the state. The well-posedness of the multi-agent system and that of a certain McKean-Vlasov stochastic differential equation are proved. Eventually, a propagation of chaos result is obtained, which guarantees that the former model converges to the latter as the number of agents goes to infinity.
 This is work in collaboration with Alessandro Baldi (Politecnico di Torino)