数学科学学院学术报告[2024] 094号

(高水平大学建设系列报告974号)

报告题目: Set Values of Nonzero Sum Games

报告人：Jianfeng Zhang，Professor，University of Southern California

报告时间：2024.10.4上午9:30-11:00

讲座地点：Zoom 827 7231 5518 密码180571

报告内容：Nonzero sum games typically have multiple Nash equilibria, and more importantly, different equilibria may induce different values. In this talk we propose to study the set of values over all possible equilibria, called the set value of games. This set value is by nature unique, and it shares many nice properties of the value function for a standard control problem. In particular, it satisfies the dynamic programming principle and the regularity/stability. We shall also discuss how to characterize the dynamic set value function of games through set valued Hamiltonians and set valued PDEs. The talk is based on a series of works, joint with Feinstein, Iseri, Qiao, and Rudloff.

报告人简历：Jianfeng Zhang is a full professor at USC Mathematics Department. His research interests include: Stchatsic Analysis, Backward Stochastic Differential Equations, Stochastic Controls and Games, Stchastic Numerics, and Mathematical Finance. Prof. Zhang has published two Springer books and more than 70 research papers. He has supervised 20 PhD students and 9 long term visiting students.

欢迎师生参加！

邀请人：王寒霄

数学科学学院

2024年10月3日