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学术报告：Some Problems Related to Game Theory
作者： 时间：2017-09-05访问量：
报告题目：Some Problems Related to Game Theory
报告时间：2017年9月6日周三下午3：00--5：00
报告地点：西教五416（理学院）
报告人：张书华
报告时间：2017年9月6日周三下午3：00--5：00
报告地点：西教五416（理学院）
报告人：张书华
报告摘要：The talk consists of two parts, one of which is about the differential game, and the other one is the mean field game. In the first part, we present a stochastic differential game of transboundary industrial pollution with emission permits trading. More generally, the emission permits price is assumed to follow a geometric Brownian motion (GBM). We make use of stochastic optimal control theory to derive the Hamilton-Jacobi-Bellman (HJB) equations satisfied by the value functions for cooperative and noncooperative game respectively, and then propose a so-called fitted finite volume method to solve it. In the second part, we present a mean field game to model the production behaviors of a very large number of producers, whose carbon emissions are regulated by government. By means of the mean field equilibrium, we obtain a Hamilton-Jacobi-Bellman (HJB) equation coupled with a Kolmogorov equation, which are satisfied by the adjoint state and the density of producers (agents), respectively. Then, we propose a so-called fitted finite volume method to solve the HJB equation and the Kolmogorov equation.
报告人简介：张书华，教授，博士生导师，天津财经大学管理科学与工程学院执行院长，国务院特殊津贴专家，天津市计算数学学会副理事长、中国科学学政策模拟专业委员会副主任。现主要从事经济管理问题的建模与计算研究工作。
