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Lecture

HJB, MFG and others (continued)

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This year's lecture focused on methods for regularizing nonlinear " partial differential equations " in infinite dimension. Our motivation stems from the study of infinite-dimensional Hamilton-Jacobi-Bellman (HJB for short) equations and Mean Field Games (MFG for short) equations in the so-called hilbertian  formulation.

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Program

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Seminar related to the lecture: Applied mathematics
Pierre-Louis Lions, chair Partial Differential Equations and Applications