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DTSTAMP:20260604T033408Z
DESCRIPTION:NOTICE: This event has been cancelled\n\nVirtual Informal Syste
 ms Seminar (VISS) Centre for Intelligent Machines (CIM) and Groupe d'Etude
 s et de Recherche en Analyse des Decisions (GERAD)\n\nSpeaker:  Joao Saude
 \, Research Scientist\, Systems and Robotics Institute in Lisbon\n	\n	Abstra
 ct: We consider dynamical systems with a large number of agents that can s
 tore and trade a commodity such as electricity. We present a price-formati
 on model consisting of constrained mean-field games where the price is a L
 agrange multiplier for the supply vs. demand balance condition. We illustr
 ate the model using real data of daily energy consumption in the UK. Then 
 we present a Fourier approximation method for the solutions of first-order
  nonlocal mean-field games. We approximate the system by a simpler one tha
 t is equivalent to a convex optimization problem over a finite-dimensional
  subspace of continuous curves. Time permitting\, we discuss possible appl
 ications to price formation problems where prices depend 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 Carnegie Mellon Univers
 ity\, U.S.A.\, in 2018\, under the supervision of Prof. 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 R
 obotics Institute (ISR) in Lisbon.  His research focuses on optimal contro
 l theory and mean-field games. His research interests include as well reco
 mmendation systems\, computer vision\, and explainability of graph neural 
 networks.\n
DTSTART:20210122T150000Z
DTEND:20210122T160000Z
LOCATION:CA\, ZOOM
SUMMARY:Mean-field games models of price formation 
URL:https://www.mcgill.ca/cim/channels/event/mean-field-games-models-price-
 formation-327791
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