主 讲 人：周洲，University of Sydney （悉尼大学）

报告时间：2025年12月9日 下午 13:30-14:30

报告地点：腾讯会议 108-654-245

报告摘要:  We investigate a leader-follower game in which the leader hires the follower to complete a project with the presence of a random shock time. If the project is completed before the shock time, then both players receive (up to discounting) $1 each. If it is completed after the shock time, then the leader and the follower receive $y and $x respectively. The shock time is observable by the leader, but not by the follower. The leader chooses how to reveal the information of the shock time, and the follower controls the effort level which affects the project completion time. The goal is to find the leader’s value and optimal information disclosure strategy. By considering the leader’s value as a function of the follower’s utility as well as the follower’s belief about the shock time, we characterize the leader’s value using dynamic programming equations. The leader’s (epsilon-)optimal strategy can also be constructed from these equations.

 

主讲人简介：周洲，悉尼大学数学与统计学院高级讲师。他本科毕业于南开大学数学专业，后于美国密歇根大学获博士学位，师从金融数学领域著名的Erhan Bayraktar 教授，加入悉尼大学前曾于于美国明尼苏达大学担任博士后研究员、美国密歇根大学担任博士后助理教授。他的研究领域主要集中在时间不一致性随机控制与停止问题、平均场博弈、随机微分博弈等。相关研究成果已发表在《SIAM Journal on Control and Optimization》、《Mathematical Finance》、《Finance and Stochastics》和《Mathematics of Operations Research》等重要学术期刊上。