王光臣 教授学术报告

作者: 时间:2020-10-04 点击数:

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2020106日(周二)2040-2130

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-TACAutomaticaSIAM 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。

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