发布时间：2024-06-24
Convergence of the equilibrium measure for LQG mean field games with common noise
主讲人：简家敏
摘要：This psper focuses on exploring the convergence properties of a generic player‘s trajectory and empirical measures in an N-player Linear-Quadratic-Gaussian Nash game, where Brownian motion serves as the common noise. Our work establishes three distinct convergence rates concerning the representative player and empirical measure. To investigate the convergence, the methodology relies on a specific decomposition of the equilibrium path in the N-player game and utilizes the associated mean field games framework.
主讲人简介：Jiamin Jian obtained his Ph.D. in Mathematical Sciences from Worcester Polytechnic Institute in May 2024 under the supervision of Professor Qingshuo Song. His research interests include stochastic control, mean field games, and financial mathematics. Before that, he got a Master’s degree in Mathematical Finance and Statistics from City University of Hong Kong in 2019 and a Bachelor’s degree in Mathematics and Applied Mathematics from Nankai University in 2018. He will be a Postdoctoral Assistant Professor at the University of Michigan from August 2024.
邀请人：吴付科
时间：2024年6月25日（星期二）10:30-12:00
地点：科技楼南楼706室