报告题目：Indefinite LQ mean-field game with partial observation
时 间：2024年11月7日（星期四）19:00
地 点：理工南楼621
主 办：数学与统计学院、分析数学及应用教育部重点实验室、福建省分析数学及应用重点实验室、福建省应用数学中心（福建师范大学）、福建师范大学数学研究中心
参加对象：概率统计系及其他感兴趣的师生
报告摘要：We investigate an indefinite linear-quadratic partially observed mean-field game with common noise, where both the state-average and control-average are considered. All weighting matrices in the cost functional can be indefinite. We obtain the decentralized optimal strategies by the Hamiltonian approach and demonstrate the well-posedness of Hamiltonian system by virtue of relaxed compensator. The related Consistency Condition and the feedback form of decentralized optimal strategies are derived. Moreover, we prove that the decentralized optimal strategies are $\varepsilon$-Nash equilibrium by using the relaxed compensator. The talk is based on the joint work with Dr. Tian Chen and Prof. Zhen Wu.
报告人简介： 聂天洋，山东大学数学学院教授，副院长。研究方向为倒向随机微分方程、随机控制、金融数学。主持国家基金委优秀青年基金、国家重点研发计划课题等项目。曾获山东省自然科学奖、山东省青年科技奖等。