Speaker: Roxana Dumitrescu
Title: Multi-scale mean-field games with common noise
Abstract: In this talk, I will introduce two novel classes of mean-field games (involving regular control and optimal stopping ) in a two-scale regime and in the presence of common noise. I will show the existence of $\varepsilon$-equilibria in this setting, using an approach that avoids the classical difficulties typically encountered in the literature on mean-field games with common noise.