讲座题目：Robust Stackelberg Differential Game with Model Uncertainty
主讲嘉宾：王树军副研究员
主持人：李娜教授
报告地点：燕山校区1号教学楼1502
报告时间：8月11日（周四）15:00—16:00
主办单位：山东财经大学统计与数学学院
报告摘要：This study formalizes two types of modeling uncertainties in a stochastic Stackelberg linear-quadratic differential game and then discusses the associated robust Stackelberg strategy design for either the leader or follower. The first uncertainty is connected to a disturbance unknown to the follower but known to the leader. The second uncertainty involves a disturbance, the realization of which can be completely observed by the follower, but only its distribution can be accessed by the leader. Moreover, based on a weak convergence technique, a minimizing sequence of near-optimal robust designs is constructed, which is more tractable in computation. Some numerical results of the abovementioned robust strategies are also presented.
主讲嘉宾简介：
王树军，山东大学管理学院，副研究员。2009年获得山东大学理学学士学位，2016年3月和7月分别获得香港理工大学哲学和山东大学理学博士学位。研究方向包括随机控制、随机平均场博弈、正倒向随机微分方程等，研究成果发表在IEEE TAC、AMO、JOTA、OCAM等控制论主流期刊。主持国家自然科学青年基金，入选山东大学青年学者未来计划等。