ELISA
Financiado
Exploration for Large Interacting Systems of Agents
This ERC project addresses mathematical theories and numerical tools for mean-field models, which are used to describe the statistical state of a population. Mathematically, such models are often seen as time-dependent systems who...
This ERC project addresses mathematical theories and numerical tools for mean-field models, which are used to describe the statistical state of a population. Mathematically, such models are often seen as time-dependent systems whose state variable takes values in a space of probability measures. One of the key features of the ERC project is its focus on mean field models for which the state of the population is itself random. Primarily, we aim to consider dynamics with values in the space of probability measures that are subject to an external noise, which is often called a common noise. Our main hypothesis may be formulated as follows: It is possible to construct a common noise that would force mean-field dynamics to explore the space of probability measures in an efficient manner, very much in the spirit of a Brownian motion in the Euclidean setting. This hypothesis will be studied along the following three axes: 1) Exploration is used for forcing uniqueness and stability of solutions to Fokker-Planck and related McKean-Vlasov equations and also to mean-field models of rational agents like mean-field control problems or mean-field games; 2) Exploration is used for the numerical analysis and the statistical learning of mean-field models featuring some optimisation criteria; 3) Exploration can be subject to a more irregular noise than a Brownian motion in the spirit of rough path theory. Expected applications are in probability theory, partial differential equations, control and game theory, optimisation, mathematical modelling and numerical methods at the interface with machine learning.
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Duración del proyecto: 62 meses
Fecha Inicio: 2022-06-10
Fecha Fin: 2027-08-31
Fecha Fin: 2027-08-31
Línea de financiación: concedida
El organismo HORIZON EUROPE notifico la concesión del proyecto el día 2022-06-10
Línea de financiación objetivo
El proyecto se financió a través de la siguiente ayuda:
ERC-2021-ADG:
ERC ADVANCED GRANTS
Cerrada
hace 3 años
Presupuesto
El presupuesto total del proyecto asciende a
2M€
Líder del proyecto
UNIVERSITE COTE DAZUR
No se ha especificado una descripción o un objeto social para esta compañía.
Perfil tecnológico
TRL
4-5
Perfil tecnológico
TRL
4-5