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学术报告:Some Problems Related to Game Theory

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。

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