報告題目：Stochastic Linear-quadratic Stackelberg Differential Game with Overlapping Information
報 告 人: 史敬濤 教授 山東大學
報告時間：2019年3月16日下午3：20-4：00
報告地點：數學樓第二報告廳
摘要：This paper is concerned with the stochastic linear-quadratic Stackelberg differential game with overlapping information. Here the term ``overlapping" means that the follower's and the leader's information have some joint part, while they have no inclusion relation. Optimal controls of the follower and the leader's are proved by the stochastic maximum principle, the direct calculation of the derivative of the cost functional and stochastic filtering. A new system of Riccati equations is introduced to represent the state feedback of the Stackelberg equilibrium.
報告人簡介：史敬濤，山東大學伟德线上平台教授、博士生導師。主要從事随機控制、微分對策、時滞随機系統與金融數學等方面的研究。曾赴美國、英國、瑞典、日本、澳大利亞、新加坡、香港、澳門等國家和地區訪問交流。在IEEE Transactions on Automatic Control、Automatica、SIAM Journal on Control and Optimization等國際重要學術期刊和IEEE International Conference on Control and Automation、IFAC Symposium on Nonlinear Control System、Chinese Control Conference等國際重要學術會議發表論文50餘篇，曾獲中國科協期刊優秀學術論文獎、張嗣瀛優秀青年論文獎、山東省高等學校科學技術獎等獎項，主持和參與多項國家自然科學基金項目。現為中國自動化學會控制論專業委員會随機系統控制學組委員。
