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。
