歷史演講・103 學年度上學期
201412/26週五 演講

The Applications of Mean Field Games II

孫立憲助理教授中央大學統計所 AM11:00-11:50 國立中央大學鴻經館M328
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.