報(bào)告題目：Some Problems Related to Game Theory
報(bào)告時(shí)間：2017年9月6日周三下午3：00--5：00
報(bào)告地點(diǎn)：西教五416（理學(xué)院）
報(bào)告人：張書(shū)華
報(bào)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.
報(bào)告人簡(jiǎn)介：
張書(shū)華，教授，博士生導(dǎo)師，天津財(cái)經(jīng)大學(xué)管理科學(xué)與工程學(xué)院執(zhí)行院長(zhǎng)，國(guó)務(wù)院特殊津貼專(zhuān)家，天津市計(jì)算數(shù)學(xué)學(xué)會(huì)副理事長(zhǎng)、中國(guó)科學(xué)學(xué)政策模擬專(zhuān)業(yè)委員會(huì)副主任?，F(xiàn)主要從事經(jīng)濟(jì)管理問(wèn)題的建模與計(jì)算研究工作。
