演讲者：James Huang（香港理工大学）
时间：2019-04-15 16:00-17:00
地点：慧园3栋 415报告厅
We consider a class of linear-quadratic-Gaussian mean-field games with a major agent and considerable heterogeneous minor agents with mean-field interactions. The individual admissible controls are constrained in closed convex subsets of the full space. The decentralized strategies for individual agents and the consistency condition system are represented in an unified manner via a class of mean-field forward-backward stochastic differential equation involving projection operators. The well-posedness of consistency condition system is established and the related ε−Nash equilibrium property is also verified.
