报告题目：Linear-Quadratic Mean Field Games of Controls with Non-Monotone Data

报告人：牟宸辰 助理教授 （香港城市大学）

报告时间：2022年8月15日（星期一） 10:00-11:00

报告地点：腾讯会议       会议ID：817-548-046

校内联系人：张仁权 副教授  联系电话：84708351

报告摘要：In this talk, we study a class of linear-quadratic (LQ) mean field games of controls with common noises and their corresponding N-player games. The theory of mean field game of controls considers a class of mean field games where the interaction is via the joint law of both the state and control. By the stochastic maximum principle, we first analyze the limiting behavior of the representative player and obtain his/her optimal control in a feedback form with the given distributional flow of the population and its control. The mean field equilibrium is determined by the Nash certainty equivalence (NCE) system. Thanks to the common noise, we do not require any monotonicity conditions for the solvability of the NCE system. Beyond that, we can solve the N-player game directly by further assuming the non-degeneracy of the idiosyncratic noises. As byproducts, we prove the quantitative convergence results from the N-player game to the mean field game and the propagation of chaos property for the related optimal trajectories. This is based on a joint work with Min Li (SDU), Zhen Wu (SDU) and Chao Zhou (NUS).

报告人简介：牟宸辰现任香港城市大学助理教授。 于2016 年在佐治亚理工学院完成博士学位，于2016-2020 年间在加州大学洛杉矶分校做博士后。 他的论文已发表或即将发表在 Memoirs of the AMS, Ann. Probab., Ann. Appl. Probab., Comm. Math. Phys., Trans. Amer. Math. Soc. and etc.