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UID:20250723T193229EDT-9114l6CtAw@132.216.98.100
DTSTAMP:20250723T233229Z
DESCRIPTION:Virtual Informal Systems Seminar (VISS) Centre for Intelligent 
 Machines (CIM) and Groupe d'Etudes et de Recherche en Analyse des Decision
 s (GERAD)\n	\n	Zoom Link\n	Meeting ID: 910 7928 6959       \n	Passcode: VISS\n
 	\n	Speaker: Joao Saude\, Research Scientist\, Systems and Robotics Institut
 e in Lisbon\n	\n	Abstract: We consider dynamical systems with a large number
  of agents that can store and trade a commodity such as electricity. We pr
 esent a price-formation model consisting of constrained mean-field games w
 here the price is a Lagrange multiplier for the supply vs. demand balance 
 condition. We illustrate the model using real data of daily energy consump
 tion in the UK. Then we present a Fourier approximation method for the sol
 utions of first-order nonlocal mean-field games. We approximate the system
  by a simpler one that is equivalent to a convex optimization problem over
  a finite-dimensional subspace of continuous curves. Time permitting\, we 
 discuss possible applications to price formation problems where prices dep
 end on state and time.\n	\n	Bio: Joao Saude received the B.Sc. in Aerospace 
 engineering\, the M.S. in Mathematics both from IST - University of Lisbon
 \, Portugal\, and the Ph.D. in Electrical and Computer Engineering from Ca
 rnegie Mellon University\, U.S.A.\, in 2018\, under the supervision of Pro
 f. Soummya Kar (CMU) and co-advised by Diogo Gomes (KAUST\, S.A.). After a
  period as a Research Scientist at J.P. Morgan A.I. research (NYC)\, he is
  now at Systems and Robotics Institute (ISR) in Lisbon.  His research focu
 ses on optimal control theory and mean-field games. His research interests
  include as well recommendation systems\, computer vision\, and explainabi
 lity of graph neural networks.\n
DTSTART:20210212T150000Z
DTEND:20210212T160000Z
LOCATION:CA\, ZOOM
SUMMARY:Mean-field Games Models of Price Formation
URL:/cim/channels/event/mean-field-games-models-price-
 formation-328521
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