报告人：黄建辉
报告地点：腾讯会议ID:562 421 285
报告时间：2021年11月29日星期一9:30-10:30
邀请人：魏庆萌
报告摘要：
In this talk, we will review the leader-follower game, Nash game, team optimization and robust control. We will also introduce the information structure for general stochastic control problem with two-fold level. The item and element information will be addressed. We will also discuss the robust design for leader-follower in case some model uncertainty. Three robust strategies will be derived with different move phases.
主讲人简介：
Dr. Jianhui Huang received his B.S. degree and M.S. degree in Shandong
University. He received his Ph.D degree in Mathematical Finance, University of
Alberta, Edmonton, Canada. He is now a professor at the Hong Kong
Polytechnic University. Dr. Huang is dedicated to the research on dynamic
optimization, game theory, stochastic control and analysis, and their applications
in economics, finance and risk management. He has published over 50 refereed
journal articles, including those on the leading journals of IEEE TAC, SIAM
Journal on Control and Optimization。
学校主页