报告人：牟宸辰 (香港城市大学)

报告时间：2026年5月18日（星期一）14:30-17:30

                 2026年5月19日（星期二）14:30-17:30

报告地点：科技楼南楼711室

报告摘要：Initiated independently by Caines-Huang-Malhame and Lasry-Lions, mean field games have received very strong attention recently. Such problems consider limit behavior of large systems where the agents interact with each other in some symmetric way, with the systemic risk as a notable application. The master equation, introduced by Lions, is a powerful tool in the framework, which plays the role of the PDE in the standard literature of controls/games. A central question in the theory is the global wellposedness of this infinite dimensional nonlocal equation. The master equation can be describted through a forward-backward system of mean field stochastic differential eqautions or stochastic partial differential equations. In this series of talks, we would like to discuss the global wellposedness of mean field game master equations in various settings mainly via the techniques of forward-backward stochastic differential equations. The talks are based on joint works with Gangbo-Meszaros-Zhang, Zhang and Li-Wu-Zhou..

报告人简介：牟宸辰，香港城市大学副教授，国家青年人才，于2016年获得美国佐治亚理工学院的数学博士学位，2016-2020年间在加州大学洛杉矶分校做博士后，主要从事平均场博弈理论的研究工作，已在JEMS, Memoirs of the AMS, Ann. Probab., Ann. Appl. Probab., Anal. PDE, Comm. Math. Phys., Trans. Amer. Math. Soc.等国际权威期刊上发表论文30余篇。

邀请人：吴付科