Project Grant 2505998
- This $174,629 federal Project Grant award from the National Science Foundation (NSF) Mathematical and Physical Sciences program (CFDA 47.049) aims to develop new learning frameworks and mathematical foundations to strengthen the understanding of stability, efficiency, and fairness in societal systems with large populations. The key products and services to be delivered include: New mathematical models and learning algorithms for "mean-field games" - stochastic systems with many...
- The National Science Foundation (NSF) awarded a Project Grant under the Mathematical and Physical Sciences (CFDA 47.049) program to The Trustees of Princeton University's Office of Research and Project Administration, totaling $320,000 and spanning July 1, 2024 to June 30, 2027. The grant supports research on mean field optimal control and differential game theory, which have applications across diverse fields including social sciences, economics, and engineering. Key objectives include...
- This Project Grant award from the National Science Foundation (NSF) under the Mathematical and Physical Sciences program (CFDA 47.049) provides $300,000 to the University of Southern California (USC) to explore new mathematical tools to better understand complex systems shaped by uncertainty and strategic behavior. The project investigates three key areas: mean field games, insider trading problems, and reinforcement learning algorithms for stochastic control under model uncertainty. The goal is...
- This Project Grant award of $200,000.00 from the National Science Foundation's (NSF) Mathematical and Physical Sciences program (CFDA 47.049) supports a research project that develops methods for the qualitative and quantitative study of nonlinear partial differential equations (PDEs) in finite and infinite dimensional state spaces. The research emphasis is on the theory of mean field games, viscosity solutions techniques, and applications to areas such as traffic models, portfolio selection,...
- This $281,964 National Science Foundation project grant supports research at the University of Texas at Dallas to investigate mean field games and mean field control in the context of supervised and deep learning. Specifically, the three-year award under the NSF's Mathematical and Physical Sciences program (CFDA 47.049) will examine applying mean field control theory to replace empirical data distributions with joint probability distributions between inputs and outputs in machine learning...
- This $268,602 federal Project Grant award from the National Science Foundation's Mathematical and Physical Sciences program (CFDA 47.049) supports an interdisciplinary research project led by the Regents of the University of Michigan. The research aims to develop new mathematical tools based on partial differential equations (PDEs) and apply them to address practical challenges in mathematical finance and game theory. Key focus areas include: 1) using infinite-dimensional PDEs to demonstrate...
- This National Science Foundation (NSF) Project Grant award for $106,291, under the Mathematical and Physical Sciences program (CFDA 47.049), will support research to extend classical extreme value theory to models with interdependent numerical values and mean-field interaction. The project aims to study the convergence of upper and intermediate order statistics of certain systems of stochastic differential equations as their size grows, with applications in finance, medicine, and other...
- This $300,000 Project Grant award from the National Science Foundation (NSF) under the Mathematical and Physical Sciences (CFDA 47.049) program supports research on branching processes, partial differential equations, and their applications to knowledge diffusion and dynamics in heterogeneous and random environments. The research aims to advance theoretical and practical understanding of modeling systems influenced by randomness and heterogeneity, with applications spanning the physical...
- This $300,000 Project Grant from the National Science Foundation's Mathematical and Physical Sciences program (CFDA 47.049) will support the development of new frameworks for studying large multi-agent and many-particle systems at Penn State University from August 2022 through July 2025. The grantee aims to reduce complexity in systems with very large numbers of non-identical, non-exchangeable agents or particles by replacing exact interactions with a mean field approximation. Novel methods will...
- This Project Grant award from the National Science Foundation's (NSF) Mathematical and Physical Sciences (CFDA 47.049) program provides $300,000 over a 3-year period from August 2024 to July 2027 to the Regents of the University of Michigan to conduct research on the mathematical and computational modeling of networked systems. The key research areas include: 1) Creating accurate mathematical models of network structures to enable realistic simulations using limited data; 2) Developing...
This $199,625 Project Grant award from the National Science Foundation (CFDA 47.049 - Mathematical and Physical Sciences) supports research that advances the mathematical foundations of mean field games, a framework for modeling the collective behavior of large populations of strategic agents. The key objectives are to: Rigorously connect the long-horizon behavior of finite-agent stochastic games to their mean field counterparts, quantifying the long-run deviation from equilibrium. Develop a learning framework to guide agents toward equilibrium behavior while adapting to unknown parameters, with a focus on convergence rates and long-run regret. Examine systems with multiple mean field equilibria, using probabilistic tools and numerical methods to describe metastable behaviors and transitions between equilibria. This research aims to deepen the scientific understanding of how stable behavioral patterns emerge and persist in extended real-world systems like communication networks, financial markets, and ecological populations. The project is led by researchers at the University of Michigan and is expected to run from August 2025 to July 2028. No sub-awards are planned under this grant.
Mod # | Description | ReasonForModification | Federal Obligation | Date |
|---|---|---|---|---|
| Not listed | $199.6k | 8/14/25 |