PostDoc in Mathematics: Probability and Applications - Mean Field Models

Université Côte d'Azur | Nice, France

Classification: Probability, Control and Optimization, PDEs

The successful candidate will work in the framework of the ERC AdG project ELISA (Exploration for Large Interacting Systems of Agents), 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 as 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 2 years. Candidates should have a PhD in mathematics or applied mathematics, with a strong background in probability, stochastic calculus and/or nonlinear PDEs for stochastic control. Candidates must have demonstrated their ability to work independently and to publish in well-established international journals of mathematics or applied mathematics. Programming skills in scientific languages like C/C++, Python, TensorFlow or R will be appreciated but are not mandatory. 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 2024.

Last updated: 3 May 2024

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