Arsip Kuliah Umum・Semester Gasal 2014/2015
201412/26Jum Kuliah Umum

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Gedung Hongjing 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.