报告题目：Linear Quadratic Stackelberg Mean Field Games and Teams with Arbitrary Population Sizes

报告人：史敬涛 教授 山东大学

报告时间：2025年06月05日  8:30-9:30

报告地点：腾讯会议 219-144-791

校内联系人：韩月才 [email protected]

报告摘要：This talk is concerned with a linear-quadratic Stackelberg mean field (MF) games and teams problem with arbitrary population sizes, where the game among the followers is further categorized into two types: non-cooperative and cooperative, and the number of followers can be finite or infinite. The leader commences by providing its strategy, and subsequently, each follower optimizes its individual cost or social cost. A new de-aggregation method is applied to solve the problem, which is instrumental in determining the optimal strategy of followers to the leader's strategy. Unlike previous studies that focus on MF games and social optima, and yield decentralized asymptotically optimal strategies relative to the centralized strategy set, the strategies presented here are exact decentralized optimal strategies relative to the decentralized strategy set. This distinction is crucial as it highlights a shift in the approach to MF systems, emphasizing the precision and direct applicability of the strategies to the decentralized context. In the wake of the implementation of followers' strategies, the leader is confronted with an optimal control problem driven by high-dimensional forward-backward stochastic differential equations (FBSDEs). By variational analysis, we obtain the decentralized strategy for the leader. By applying the de-aggregation method and employing dimension expansion to decouple the high-dimensional FBSDEs, we are able to derive a set of decentralized Stackelberg-Nash or Stackelberg-team equilibrium solution for all players.

报告人简介： 史敬涛，山东大学炸金花游戏 教授、博士生导师，概率论与数理统计研究所所长。主要从事随机控制与微分博弈、正倒向随机系统、时滞随机系统与金融数学等方面的研究。曾赴美国中佛罗里达大学、澳大利亚阿德莱德大学和新南威尔士大学、香港理工大学、澳门大学等国家和地区高校访问交流。目前在SIAM Journal on Control and Optimization、IEEE Transactions on Automatic Control、Automatica等国际权威学术期刊发表论文40余篇，曾获山东省自然科学二等奖、张嗣瀛（CCDC）优秀青年论文奖、中国科协期刊优秀学术论文奖等，目前主持国家自然科学基金面上项目、国家重点研发计划数学和应用研究重点专项课题。现为中国自动化学会控制论专业委员会（TCCT）随机系统控制专题研讨会程序委员会委员。