报告题目：Stackelberg Game with Asymmetric Information
报 告 人：熊捷 教授 南方科技大学
报告时间：2019年11月3日 9：00-10：00
报告地点：数学楼一楼第二报告厅
报告摘要：
This talk is concerned with a leader-follower stochastic differential game with asymmetric information, where the information available to the follower is based on some sub-σ-algebra of that available to the leader. Such kind of game problems has wide applications in finance, economics and management engineering such as newsvendor problems, cooperative advertising and pricing problems. Stochastic maximum principles and verification theorems with partial information will be presented. As an application, a linear-quadratic leader-follower stochastic differential game with asymmetric information is studied. It is shown that the open-loop Stackelberg equilibrium admits a state feedback representation if some system of Riccati equations is solvable. This talk is based on a joint work with Shi and Wang.
报告人简介：
熊捷教授，
1979-1983 北京大学 数学系 本科
1983-1986 北京大学 数学系 硕士研究生
1986-1990 美国北卡罗来纳州大学教堂山分校 数学系 博士
1993-2014 美国田纳西大学（University of Tennessee）担任助理教授、副教授、教授
2014-2017 澳门大学教授以及田纳西大学兼职教授
2018年至今任职于南方科技大学。
熊捷教授研究领域包括随机微分方程、马氏过程、极限理论、随机分析、数理金融等，在Annals of Probability，Probability Theory and Related Field，Annals of Applied Probability， Stochastic Process. Appl.，SIAM J. Control Optim. 等期刊发表论文90余篇。
