Báo cáo đã qua・Học kỳ 1, năm học 2014–2015
201412/26T6 Báo cáo

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Tòa nhà Hồng Kinh 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.