时间：5月26日（周四）下午1:00-2:30
地点：统计楼103
题目：Singular mean-filed control games with applications to optimal harvesting and investment problems
报告人：Professor Yaozhong Hu, The University of Kansas
摘要：We study singular mean field control problems and singular mean field two players stochastic differential games. Both sufficient and necessary conditions for the optimal controls and for the Nash equilibrium are obtained. Under some assumptions the optimality conditions for singular mean-field control are reduced to a reflected Skorohod problem, whose solution is proved to exist uniquely. Applications are given to optimal harvesting of stochastic mean-field systems, optimal irreversible investments under certain uncertainty and to mean-field singular investment games.