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CAREER:Taming and exploiting uncertainty in complex systems: mean field games and diffusio — NSF Award to Columbia University (NY,

Modern engineering and economic challenges often involve complex systems that push the limits of traditional approaches, driven by uncertainty and the high dimensionality of real-world data. Scientists in a variety of fields have unprecedented access to massive amounts of data which hinge on complex structures. Decisio

Award titleCAREER:Taming and exploiting uncertainty in complex systems: mean field games and diffusio
Award ID2538791
AwardeeColumbia University
CityNEW YORK
StateNY
Amount obligated$253,570
Principal investigatorWenpin Tang
ProgramAPPLIED MATHEMATICS
Start date05/15/2026
AbstractModern engineering and economic challenges often involve complex systems that push the limits of traditional approaches, driven by uncertainty and the high dimensionality of real-world data. Scientists in a variety of fields have unprecedented access to massive amounts of data which hinge on complex structures. Decision makers often need to optimize strategies involving large populations full of randomness. This project will address these challenges by developing principled approaches for analyz
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