報告人：Jiamin Jian 簡家敏（Worcester Polytechnic Institute）

報告題目：Convergence of the equilibrium measure for LQG mean field games with common noise

報告摘要：This psper focuses on exploring the convergence properties of a generic player‘s trajectory and empirical measures in an N-player Linear-Quadratic-Gaussian Nash game, where Brownian motion serves as the common noise. Our work establishes three distinct convergence rates concerning the representative player and empirical measure. To investigate the convergence, the methodology relies on a specific decomposition of the equilibrium path in the N-player game and utilizes the associated mean field games framework.

報告時間：2024年6月25日（星期二）10:30-12:00

報告地點：科技樓南樓706室

邀請人：吳付科

報告人簡介：Jiamin Jian obtained his Ph.D. in Mathematical Sciences from Worcester Polytechnic Institute in May 2024 under the supervision of Professor Qingshuo Song. His research interests include stochastic control, mean field games, and financial mathematics. Before that, he got a Master’s degree in Mathematical Finance and Statistics from City University of Hong Kong in 2019 and a Bachelor’s degree in Mathematics and Applied Mathematics from Nankai University in 2018. He will be a Postdoctoral Assistant Professor at the University of Michigan from August 2024.