Linear Quadratic Stackelberg Stochastic Differential Games: Closed-Loop Solvability
At the invitation of School of Mathematical Sciences of Nanjing Normal University, Professor Shi Jingtao of School of mathematics of Shandong University gave a lecture entitled "linear rectangular Stackelberg stochastic differential games: closed loop solvency" in the 665 lecture hall of Xingjian building on the morning of May 23, 2021. Professor Liu Guoxiang of School of Mathematical Sciences presided over the meeting. Some teachers from the statistical and Financial Mathematics Research Office of the College of Mathematical Sciences and some graduate students majoring in probability theory, mathematical statistics and statistics attended the meeting.
At the report meeting, Professor Shi Jingtao first introduced the research process and progress of Stackelberg game and closed-loop optimal strategy. Then, the research results of the quadratic optimal Stackelberg game, including the quadratic optimal problem of the follower and leader, are described in detail. They find the anticipating closed-loop control through the coupled forward backward stochastic differential equation. Finally, Professor Shi summarized and prospected his research work. Professor Shi Jingtao's language is humorous and humorous, and the content of the report is vivid, which broadens everyone's vision. After the report, the teachers and students had an in-depth exchange with Professor Shi on the content of the report. Professor Shi's elaborate answers benefited the participants a lot. Finally, the meeting was successfully concluded with warm applause.