Academic Report of School of Mathematical Sciences [2026] No. 061

(Series Report for High-Level University Construction No. 1320)

Title：Uniqueness in mean field portfolio games

Speaker：Guanxing Fu, Assistant Professor (The Hong Kong Polytechnic University)

Time：16:00-17:00, June 16, 2026

Location：Room 2433, Huiwen Building, Yuehai Campus

Abstract: We study mean field portfolio games with relative performance criteria and Epstein-Zin utility. Our concentration is to establish the uniqueness of equilibria. In order to do so, we develop a maximum-principle-based approach to establish a one-to-one correspondence between equilibria of the game and solutions to a certain equation. Then the study of the uniqueness of the equilibria is translated to that of the equation. We further highlight the power of our approach by studying some special cases. We find that our approach improves some existing result.

Speaker Profile：Guanxing Fu is an Assistant Professor at The Hong Kong Polytechinc University.  He holds a PhD degree from Humboldt University of Berlin and was previously a research fellow at National University of Singapore. His research focuses on financial mathematics, stochastic control and mean field games. He has published extensively in leading journals, including Finance and Stochastics, Mathematical Finance, Mathematics of Operations Research, and SIAM Journal on Control and Optimization.

Faculty and students are welcome to attend!

Invited by: Jingchao Li

School of Mathematical Sciences

June 15, 2026