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学术报告六十三:Wellposedness of Second Order Master Equations for Mean Field Games with Nonsmooth Data

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时间:2020-09-18 16:24  次

澳门皇冠金沙官网娱乐学术报告[2020] 063

(高水平大学建设系列报告416)

报告题目: Wellposedness of Second Order Master Equations for Mean Field Games with Nonsmooth Data

报告人: 牟宸辰 博士   香港城市  大学

报告时间:2020922 下午2:30

直播平台及链接: 腾讯会议、会议号:876 662 717

https://meeting.tencent.com/s/0ybdXTjJFWOe

报告内容:In this talk we study master equations arising from mean field game problems, under the crucial monotonicity conditions. Classical solutions of such equations require very strong technical conditions. Moreover, unlike the master equations arising from mean field control problems, the mean field game master equations are non-local and even classical solutions typically do not satisfy the comparison principle, so the standard viscosity solution approach seems infeasible. We shall propose a notion of weak solution for such equations and establish its wellposedness. Our approach relies on a new smooth mollifier for functions of measures, which unfortunately does not keep the monotonicity property, and the stability result of master equations. The talk is based on a joint work with Jianfeng Zhang.

报告人简历:Dr. Chenchen Mou received his bachelor's degree and master's degree in mathematics from Jilin University, China, in 2009 and 2011, respectively. He received his PhD in mathematics from Georgia Institute of Technology, USA, in 2016. Before joining City University of Hong Kong in 2020, he worked as an assistant adjunct professor at UCLA.


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