Mean field analysis of two-party governance: competition versus cooperation among leaders双方治理的平均场分析：领导者间的竞争与合作

光华讲坛——社会名流与企业家论坛第6790期

主题：Mean field analysis of two-party governance: competition versus cooperation among leaders双方治理的平均场分析：领导者间的竞争与合作

主讲人：英国帝国理工学院自然科学学院 Harry Zheng教授

主持人：数学学院院长 马敬堂教授

时间：9月12日15:30-16:30

地点：柳林校区通博楼B412会议室

主办单位：数学学院 科研处

主讲人简介：

Harry Zheng，英国帝国理工学院教授，从事随机控制、金融数学领域研究，在Operations Research、Mathematics of Operations Research、SIAM Journal on Control and Optimization、Finance and Stochastics、Mathematical Finance等top期刊发表数十篇论文。

内容提要：

We study linear-quadratic Stackelberg games between two dominating players (leaders) and a large group of followers, each of them interacting under a mean field game (MFG) framework. Unlike the conventional major-minor player game, the mean field term herein is endogenously determined by the two leaders simultaneously. These homogeneous followers are not cooperative, whereas the two leaders can either compete or cooperate with each other, formulated as a Nash and a Pareto game. The complete solutions of the leader-follower game can be expressed in terms of the solutions of some non-symmetric Riccati equations. The two modes of interactions between leaders each has their own merits, and neither is always more favourable to the community (followers). While comparative statics of the effect of different modes of governance on the society is relatively rare in the literature, we attempt to provide some preliminary quantitative analysis on this topic. (Joint work with D Chu, KTH Ng, SCP Yam)

本讲座将介绍两类主导参与者（领导者）与庞大追随者群体之间的线性-二次斯坦克尔伯格博弈，其中每个博弈参与者在平均场博弈（MFG）框架下进行互动。与传统的主从博弈不同，本研究中的平均场项由两位领导者同时内生决定。这些同质化的追随者之间不存在合作关系，而两位领导者可彼此竞争或合作，分别对应纳什博弈与帕累托博弈两种模型设定。领导者-追随者博弈的完整解可通过某些非对称黎卡提方程的解来表示。领导者间的这两种互动模式各有优势，且没有哪一种模式始终对群体（追随者）更有利。目前文献中，关于不同治理模式对群体影响的比较静态分析相对匮乏，因此本研究尝试就该主题提供一些初步的定量分析。（与D Chu、KTH Ng、SCP Yam合作）