学术报告人：Minyi Huang教授（卡尔顿大学）
时间：2018年7月6日（星期五）上午9:00—11:00.
地点：数学与统计学院2楼金融实验室报告厅
报告题目：Introduction to Mean Field Game Theory
报告内容摘要：This talk provides an introduction to mean field game theory in stochastic dynamical systems involving a large number of non-cooperative agents. Such models arise in a wide range of backgrounds including networks, power systems, economics and social sciences, public health, cyber-security, among others. The central objective of this theory is to overcome the curse of dimensionality and design decentralized strategies. We will overview the fundamental methodologies, including the so-called fixed point approach and the direct approach, which combine stochastic optimal control techniques with mean field approximations as motivated by statistical physics. Some extensions of the basic theory will be presented, including mixed player models, and mean field social optimization.
报告人简介：Minyi Huang，卡尔顿大学数学与统计学院教授，平均场博弈论开创者之一，曾毕业于麦吉尔大学（博士）、中科院数学与系统科学研究院（硕士）、山东大学（学士）。主要研究方向包括平均场随机控制和动态对策、多智能体控制等。在自动控制领域的主要国际期刊与会议发表了多篇文章，在 IEEE Transactions on Automatic Control, SIAM Journal of Control and Optimization, Automatica等顶级期刊发表了20余篇有影响力的论文。担任 Systems and Control Letters、IMA Journal of Mathematical Control and Information副主编。