Mean field games and nonlinear Markov processes
主 题: Mean field games and nonlinear Markov processes
报告人: 杨 威 博士 （Department of Statistics University of Warwick (UK)）
时 间: 2012-04-19 15:00-16:00
地 点: 理科一号楼 1114
We present mean field games methodology in a fully general setting, based on the theory of nonlinear Markov processes. The realization of this methodology includes three steps. First, we prove the well-posedness of general kinetic equations with coupled functional parameters. Second, we proved the well-posedness and sensitivity for the HJB equation. Finally, we justify the mean field games as a proper approximation of large population systems as N goes to infinity.