报告题目 (Title)：Time-consistent open-loop solutions for linear quadratic stackelberg differential games and its application in pension management
（线性二次stackelberg微分博弈的时间一致开环解及其在养老金管理中的应用）
报告人 (Speaker)： 赵慧 副教授（天津大学）
报告时间 (Time)：2024年4月20日 (周六) 9:00
报告地点 (Place)：校本部FJ203
邀请人(Inviter)：阳芬芬
主办部门：古天乐代言太阳集团数学系
报告摘要：This paper formulates a general time-inconsistent linear quadratic mean-field Stackelberg differential game. We define the equilibrium strategies for the follower and the leader, which are two open-loop controls. The sufficient conditions for equilibrium controls are derived via two flows of forward-backward stochastic differential equations. Finally, we consider a stackelberg game between a pension manager and policy holders as an application. Applying the general sufficient condition, we obtain explicit equilibrium strategies for the pension manager and policy holders.
