报告题目：Linear-Quadratic Mean Field Games of Controls with Non-Monotone Data

报 告 人：牟宸辰 助理教授 williamhill威廉希尔官网

邀请人：李童庆、薄立军

报告时间：2022年12月13日（周二）15:00-16:30

腾讯会议ID：144-755-930，密码：2022

报告人简介：牟宸辰，williamhill威廉希尔官网助理教授。本科和硕士均毕业于吉林大学，2016年获得美国佐治亚理工学院的数学博士学位，主要从事平均场博弈理论的研究工作，已在Ann. Probab., Ann. Appl. Probab., Comm. Math. Phys.,等国际权威的概率杂志上发表论文数篇。

报告摘要：In this talk, we study a class of linear-quadratic (LQ) mean field games of controls with common noises and their corresponding N-player games. The theory of mean field game of controls considers a class of mean field games where the interaction is via the joint law of both the state and control. By the stochastic maximum principle, we first analyze the limiting behavior of the representative player and obtain his/her optimal control in a feedback form with the given distributional flow of the population and its control. The mean field equilibrium is determined by the Nash certainty equivalence (NCE) system. Thanks to the common noise, we do not require any monotonicity conditions for the solvability of the NCE system. Beyond that, we can solve the N-player game directly by further assuming the non-degeneracy of the idiosyncratic noises. As byproducts, we prove the quantitative convergence results from the N-player game to the mean field game and the propagation of chaos property for the related optimal trajectories. This is based on a joint work with Min Li (SDU), Zhen Wu (SDU) and Chao Zhou (NUS).

主办单位：williamhill威廉希尔官网