Working Papers

More Publications

Recent Publications

More Publications

Teaching

(Research related)

 
 
 
 
 

July-August 2021: Peking University (PKU) Summer School on Applied Mathematics (online)

Course on “Mean Field Games: numerical methods and applications in machine learning

  • Schedule of the summer school (2021年度北京大学“应用数学专题讲习班”) here
  • Part 1: Introduction and LQMFG
  • Part 2: Optimality conditions
  • Part 3: Numerical Schemes for MF PDE Systems
  • Part 4: Methods Based on the Probabilistic Approach
  • Part 5: Deep Learning for MFC and MKV FBSDE
  • Part 6: Deep Learning for MFG PDEs
  • Part 7: Mean Field Reinforcement Learning
  • Part 8: Learning in MFGs
  • Part 9: From MFG to ML: Three Examples
 
 
 
 
 

June 2021: Institute for Mathematical and Statistical Innovation (IMSI) (online)

Course on “Mean Field Games and Applications: Numerical Methods” (with Yves Achdou) for the summer school: Introduction to Mean Field Games and Applications
 
 
 
 
 

March 2021: King Abdullah University of Science and Technology (KAUST) (online)

Course on “Numerical Methods for Mean Field Games
 
 
 
 
 

January 2020: American Mathematical Society (AMS) Short Course (Denver, USA)

Course on “Numerical Methods for Mean Field Games

Recent talks

 
 
 
 
 

2022 - Talks:

  • SIAM Conference on Analysis of Partial Differential Equations (PD22)
  • Workshop on MFGs at the Centre de recherches mathématiques, Montréal
 
 
 
 
 

2021 - Talks:

  • University of California, Santa Barbara (CFMAR seminar)
  • University of Chicago (CAMP seminar)
  • University Gustave Eiffel (Probability and Statistics seminar)
  • University of Oxford
  • ETH Zurich
  • NYU Shanghai
  • King Abdullah University of Science and Technology
  • Institute for Mathematical and Statistical Innovation (IMSI), Chicago
  • Peking University, Summer School on Applied Mathematics
 
 
 
 
 

2020 - Talks:

  • Imperial College London
  • AMS Annual Meeting: Short course on Numerical aspects of MFG
  • MFG: Recent Progress workshop (U. Chicago)
  • Northwestern University (Probability seminar)
  • Joint Mathematics Meetings (Denver)
  • MFG Working Group (Paris)
  • UCLA (Optimal transport and Mean field game seminar)
  • INFORMS’20
  • 59th IEEE Conference on Decision and Control (CDC 2020)
  • Edinburgh University (North British Probability Seminar)
  • Linnaeus University (Stochastic analysis, statistics and machine learning DISA-LNU webinar)
  • Shanghai Jiaotong University (2020 Winter Young Mathematician Forum)
 
 
 
 
 

2019 - Talks:

  • SIAM PD’19
  • Chengdu (Southwestern University of Finance and Economics)
  • NYU Shanghai (Probability seminar)
  • Cornell University (SCAN seminar)
  • MFG and related topics 5 workshop (Levico Terme)
  • UC Berkeley
  • ICIAM’19
  • SIAM FM19
  • INFORMS’19
  • Columbia University (Mathematical Finance Seminar)
  • Google Brain, Paris
  • UC Santa Barbara (CFMAR seminar)
 
 
 
 
 

2018 - Talks:

  • Humboldt-Universität zu Berlin (Mathematical Finance Seminar)
  • 11th Oxford Princeton Workshop on Financial Mathematics and Stochastic Analysis (Princeton University)
  • ANR MFG days, University Paris 7
  • NYU-ECNU Institute of Mathematical Sciences (PDE seminar)
  • SIAM Annual Meeting, Mean Field Games session
  • INFORMS’18
 
 
 
 
 

2017 - Talks:

  • Analysis in Quantum Information Theory, IHP, Paris
  • CEMRACS17, CIRM, Marseille
  • Theory of Quantum Computation (TQC) conference, Paris
  • Second Paris-Asia Conference in Quantitative Finance, Suzhou
  • IQC, University of Waterloo
  • University of Michigan, Ann Arbor
  • 20th Quantum Information Processing conference (QIP)
  • 8th Innovations in Theoretical Computer Science conference (ITCS)
 
 
 
 
 

Selected talks before 2017:

UCSB (CFMAR), U. Limoges (XLIM), Second Lions-Magenes Days, ICALP’15, ICITS’13, …

Contact

  • mathieu(dot)lauriere(at)nyu(dot)edu
  • NYU Shanghai