The Applications of Mean Field Games
孫立憲助理教授中央大學統計所 上午 11:00–11:50 鴻經館 M328室摘要：
We consider two applications using Mean Field Games (MFG) technique. Specifically, in order to solve the optimal strategy with the common noise, we need to introduce the stochastic partial differential equation (SPDE). The explicit solutions are obtained in these two examples.