報告題目：Some Problems Related to Game Theory
報告時間：2017年9月6日周三下午3：00--5：00
報告地點：西教五416（理學院）
報告人：張書華
報告摘要：
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.
報告人簡介：
張書華，教授，博士生導師，天津財經大學管理科學與工程學院執行院長，國務院特殊津貼專家，天津市計算數學學會副理事長、中國科學學政策模擬專業委員會副主任。現主要從事經濟管理問題的建模與計算研究工作。
