讲座主题：An asymmetric information mean-field typeLQ stochastic Stackelberg differentialgame

主讲人： 王光臣

工作单位：山东大学

活动时间：2020年10月6日 20:40-21:30

讲座地点：腾讯会议147 754 558

主办单位：烟台大学数学与信息科学学院

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 differentialequation. With the help of some systems of Riccati equations, the followerssolve an MF-type stochastic LQ game problem with partial informationfirst, and then, the leader turns to address an optimal control problem drivenby linear mean-field type forward-backward stochastic differential filtering equation. By maximum principle, direct construction method and optimalfiltering, the open-loop Stackelberg solution is expressed as a feedback form ofstate, state estimation, and state mean.

主讲人介绍：

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。