题目：Dynamic Game Theoretic Models and its Application

报告人：万伟博士，美国Claflin大学

时间：2009年6月26日（星期五）下午4:00pm

地点：中心教学楼10层1003房间

报告内容摘要：

Dr. Wei Wan will introduce Differential Games (DG) and Stochastic Differential Game (SDG). Dynamic and Competition is the essence of the world. DG model incorporate these two factors together so that it is a powerful tool to investigate the development of the nature and society. Dr. Wei will present different types of DG model. In each type of DG, Dr. Wei will discuss different definitions of Equilibrium/solution, different methods to derive the Optimality Condition, and different method/algorithm to solve the models.
Dr. Wei applied DG/SDG models to competition in general market and financial market. In general market, Dr. Wei set up and solved models, then gave practical guideline for real competition based on numerical results. In financial market, Dr. Wei use SDE model to price an option, which regards the pricing process as SDE between option seller and buyer, and derive Optimality Conditions for the pricing model. This way to price an option is totally different from the traditional - Black-Scholes-way.

报告人简介：
    万伟博士毕业于美国北卡罗来纳州立大学运筹学专业，是INFORMS、American Mathematical Society、 Society for Industrial and Applied Mathematics等多个国际学会的会员，其研究兴趣包括：微分博弈在无限维空间的解的存在性；微分博弈模型的逆问题；随机微分博弈模型在金融市场的运用（资产定价）；微分博弈模型在传染病传播中的运用等领域。