数学与统计学院学术报告[2019] 045号

(高水平大学建设系列报告279号)

报告题目: Mean field games and control

报告人：王炳昌 副教授（山东大学）

报告时间：2019.7.30上午10:30-11:30

报告地点：科技楼501

报告内容：

This work studies uniform stabilization and social optimality for mean field linear quadratic control systems with common noise, where the coefficients in individual dynamics and costs are random and time-varying. For the finite-horizon problem, we first obtain a set of forward-backward stochastic differential equations (FBSDEs) from variational analysis, and then construct a feedback-type control by decoupling the FBSDEs. For the infinite-horizon problem, by using solutions of two stochastic Riccati equations, we design a set of decentralized control laws, which is further shown to be asymptotically social optimal. The necessary and sufficient conditions are given for uniform stabilization of the systems by exploiting the relation between population state average and aggregate effect.

报告人简历：

Bing-Chang Wang received the M.Sc. degree in Mathematics from Central South University, Changsha, China, in 2008, and the Ph.D. degree in System Theory from Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China, in 2011. From September 2011 to August 2012, he was with Department of Electrical and Computer Engineering, University of Alberta, Canada, as a Postdoctoral Fellow. From September 2012 to September 2013, he was with School of Electrical Engineering and Computer Science, University of Newcastle, Australia, as a Research Academic. From October 2013, he has been with School of Control Science and Engineering, Shandong University, China, as an associate Professor. He held visiting appointments as a Research Associate with Carleton University, Canada, and with the Hong Kong Polytechnic University. His current research interests include mean field games, stochastic control, multiagent systems and event based control. He received the IEEE CSS Beijing Chapter Young Author Prize in 2018.

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数学与统计学院

2019年6月27日