光華講壇——社會(huì)名流與企業(yè)家論壇第6790期
主題：Mean field analysis of two-party governance: competition versus cooperation among leaders雙方治理的平均場(chǎng)分析：領(lǐng)導(dǎo)者間的競(jìng)爭(zhēng)與合作
主講人：英國(guó)帝國(guó)理工學(xué)院自然科學(xué)學(xué)院 Harry Zheng教授
主持人：數(shù)學(xué)學(xué)院院長(zhǎng) 馬敬堂教授
時(shí)間：9月12日15:30-16:30
地點(diǎn)：柳林校區(qū)通博樓B412會(huì)議室
主辦單位：數(shù)學(xué)學(xué)院 科研處
主講人簡(jiǎn)介：
Harry Zheng，英國(guó)帝國(guó)理工學(xué)院教授，從事隨機(jī)控制、金融數(shù)學(xué)領(lǐng)域研究，在Operations Research、Mathematics of Operations Research、SIAM Journal on Control and Optimization、Finance and Stochastics、Mathematical Finance等top期刊發(fā)表數(shù)十篇論文。
內(nèi)容提要：
We study linear-quadratic Stackelberg games between two dominating players (leaders) and a large group of followers, each of them interacting under a mean field game (MFG) framework. Unlike the conventional major-minor player game, the mean field term herein is endogenously determined by the two leaders simultaneously. These homogeneous followers are not cooperative, whereas the two leaders can either compete or cooperate with each other, formulated as a Nash and a Pareto game. The complete solutions of the leader-follower game can be expressed in terms of the solutions of some non-symmetric Riccati equations. The two modes of interactions between leaders each has their own merits, and neither is always more favourable to the community (followers). While comparative statics of the effect of different modes of governance on the society is relatively rare in the literature, we attempt to provide some preliminary quantitative analysis on this topic. (Joint work with D Chu, KTH Ng, SCP Yam)
本講座將介紹兩類(lèi)主導(dǎo)參與者（領(lǐng)導(dǎo)者）與龐大追隨者群體之間的線(xiàn)性-二次斯坦克爾伯格博弈，其中每個(gè)博弈參與者在平均場(chǎng)博弈（MFG）框架下進(jìn)行互動(dòng)。與傳統(tǒng)的主從博弈不同，本研究中的平均場(chǎng)項(xiàng)由兩位領(lǐng)導(dǎo)者同時(shí)內(nèi)生決定。這些同質(zhì)化的追隨者之間不存在合作關(guān)系，而兩位領(lǐng)導(dǎo)者可彼此競(jìng)爭(zhēng)或合作，分別對(duì)應(yīng)納什博弈與帕累托博弈兩種模型設(shè)定。領(lǐng)導(dǎo)者-追隨者博弈的完整解可通過(guò)某些非對(duì)稱(chēng)黎卡提方程的解來(lái)表示。領(lǐng)導(dǎo)者間的這兩種互動(dòng)模式各有優(yōu)勢(shì)，且沒(méi)有哪一種模式始終對(duì)群體（追隨者）更有利。目前文獻(xiàn)中，關(guān)于不同治理模式對(duì)群體影響的比較靜態(tài)分析相對(duì)匱乏，因此本研究嘗試就該主題提供一些初步的定量分析。（與D Chu、KTH Ng、SCP Yam合作）
