PhD Position in Mathematics: Probability and applications - Mean Field Models

Université Côte d'Azur | Nice, France

Classification: Probability, Control and Optimization, PDEs

The PhD student will work in the framework of the ERC AdG project ELISA (Exploration for Large Interacting Systems of Agents, No 101054746), directed by Professor François Delarue. This ERC project deals with mathematical theories and numerical tools for mean field models, which are used to describe the statistical state of a population, including mean field models of rational agents, such a mean field control problems and mean field games (see for the two volume book Probabilistic Theory of Mean Field Games with Applications by Carmona and Delarue and the research book The Master Equation and the Convergence Problem in Mean Field Games by Cardaliaguet, Delarue, Lasry and Lions). This also includes mean field models in which the state of the population itself is random. This is a full-time position, for 3 years. Candidates should have a master's degree in mathematics or applied mathematics, with a strong background in probability and stochastic calculus. Programming skills in scientific languages like C/C++, Python, TensorFlow or R will be appreciated but are not mandatory. Knowledge in partial differential equations will also be appreciated. Université Côte d'Azur offers certain facilities. In particular, new researchers can benefit from a temporary accommodation of 1 to 3 months at the Faculty Club of Nice. The position will be open from September 1st 2024 at the latest.

Last updated: 3 May 2024

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