报告题目：Convergence analysis on the particle systems with centralized control

报告人：周超（新加坡国立大学）

报告时间：12月3日上午10点-11点

地点：管理楼1418

摘要：

This paper deals with the optimization problem of a class of controlled N-particle systems. We establish the regularity results, which is uniform in N , on the HJB equations corresponding to the N-particle system. The uniform regularity results are obtained by the stochastic maximum principle and the analysis on a Riccati type BSDE. Using the uniform regularity results, we show the convergence of value function and optimal control as the number N of particles tends to infinity, where the convergence rates are also given. This is based on a joint work with Huafu Liao, Alpar Meszaros and Chenchen Mou.