学术报告

报告题目：An asymmetric information mean-field type LQ stochastic Stackelberg differential game

报告人:  王光臣 教授 （山东大学）

报告时间: 2020年10月6日（周二）20：40-21：30

报告地点: 腾讯会议ID 147 754 558

内容摘要：

This talk is concerned with an asymmetric information LQ stochastic Stackelberg differential game with one leader and two followers, where the game system is governed by mean-field type stochastic differential equation. With the help of some systems of Riccati equations, the followers solve an MF-type stochastic LQ game problem with partial information first, and then, the leader turns to address an optimal control problem driven by linear mean-field type forward-backward stochastic differential filtering equation. By maximum principle, direct construction method and optimal filtering, the open-loop Stackelberg solution is expressed as a feedback form of state, state estimation, and state mean.

报告人简介: 

王光臣, 山东大学控制学院教授、博导，首批青年长江学者。一直从事基于不完备信息的随机系统优化控制理论研究，取得了以倒向分离原理为特色的理论与应用成果，在Springer出版社出版英文专著1部，在控制理论国际知名期刊IEEE-TAC、Automatica和SIAM J. Control Optim.发表学术论文多篇，目前主持国家杰青项目1项，曾获省部级科技奖3项。