An introduction to mean-field games, related models and associated numerical methods.

Goals:
– Introduce the partial differential equations associated to mean-field games models after a brief review of topics on Convex Analysis, Optimal Control, Differential Games and Stochastic Processes;
– Study models of different phenomena that may be understood as mean-field games or related systems;
– Describe the numerical methods to such kind of problems and numerically exemplify solutions to simple versions of mean-field games.
Target Audience: Master students, Ph.D. students in the beginning of their studies, or researchers with interest on numerical methods for partial differential equations and Applied Mathematics.

Requirements:
– Basic Knowledge of Convex Analysis and Optimisation;
– Multidimensional Calculus;
– A basic course on Partial Differential Equations;
– A basic course on Stochastic Processes (Markov Chains).