Events

FRE Special Seminar: Asaf Cohen

Finance and Risk Engineering
Lecture / Panel
 
Open to the Public

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This event is free, but registration is required for those without an NYU ID.

Asaf Cohen

Associate Professor in the Department of Mathematics at the University of Michigan

Title

Finite-State Mean Field Games: Theory and Numerical Methods

Abstract

In this talk, I will discuss large population stochastic games defined on finite state spaces and introduce the associated limiting framework known as mean field games, which characterize the equilibrium behavior as the population size grows. I will present both partial differential equations (PDEs) and probabilistic approaches for analyzing and finding equilibria in mean field games. Finally, I will showcase several neural network–based methods for numerically solving these mean field game models, highlighting their effectiveness and potential applications. This talk is based on joint work with Erhan Bayraktar, William Hofgard, Mathieu Laurière, and Ethan Zell.

Bio

Asaf Cohen is an Associate Professor in the Department of Mathematics at the University of Michigan. He received his Ph.D. in Mathematics from Tel Aviv University and held postdoctoral positions at the Technion – Israel Institute of Technology and the University of Michigan. His research focuses on the asymptotic analysis of complex systems, with particular interest in queueing systems and mean field games. Recently, his work has centered on applying machine learning techniques to solve mean field games and exploring their behavior in long-term regimes.