Past Talks・Fall 2014
201412/26Fri Talk

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Hongjing Hall 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.