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【70周年校庆】肖华教授学术报告

发布时间:2020-11-28 阅读量:

报告专家:肖华 教授(山东大学)

报告题目:A kind of LQ non-zero sum dierential game of backward stochastic dierential equation with asymmetric information

报告地点:J9-425

报告时间:2020年11月28日15:30

报告简介:This talk focuses on a kind of LQ non-zero sum differential game driven by backward stochastic differential equation with asymmetric information, which is a natural continuation of Wang and Yu (2010), Wang and Yu (2012). Different from Wang and Yu (2010) and Wang and Yu (2012), a realistic motivation for studying this kind of game is provided, and some feedback Nash equilibrium points are uniquely obtained by forward–backward stochastic differential equations, their filters and the corresponding Riccati equations with Markovian setting.

肖华,理学博士,山东大学数学与统计学院教授,硕士生导师,山东大学(威海)概率论与数理统计研究所所长,美国《Mathematical Reviews》评论员。学术研究涉及随机控制、随机滤波、金融数学、正倒向随机微分方程等多个领域,在Automatica, Journal of Optimization Theory and Applications等控制论领域权威期刊发表SCI论文十余篇。曾多次赴香港理工大学、澳门大学、美国田纳西大学及英国拉夫堡大学国内外知名高校访问。主持国家级项目多项,曾获山东省高等学校优秀科研成果奖,自然科学类二等奖(位次2/3)。