講座主題：An asymmetric information mean-field typeLQ stochastic Stackelberg differentialgame
主講人： 王光臣
工作單位：山東大學(xué)
活動(dòng)時(shí)間：2020年10月6日 20:40-21:30
講座地點(diǎn)：騰訊會(huì)議147 754 558
主辦單位：煙臺(tái)大學(xué)數(shù)學(xué)與信息科學(xué)學(xué)院
內(nèi)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.
主講人介紹：
王光臣,山東大學(xué)控制學(xué)院教授、博導(dǎo)，首批青年長(zhǎng)江學(xué)者。一直從事基于不完備信息的隨機(jī)系統(tǒng)優(yōu)化控制理論研究，取得了以倒向分離原理為特色的理論與應(yīng)用成果，在Springer出版社出版英文專(zhuān)著1部，在控制理論國(guó)際知名期刊IEEE-TAC、Automatica和SIAM J. Control Optim.發(fā)表學(xué)術(shù)論文多篇，目前主持國(guó)家杰青項(xiàng)目1項(xiàng)，曾獲省部級(jí)科技獎(jiǎng)3項(xiàng)。
