国产a片 学术报告[2026]061号

（高水平大学建设系列报告1320号）

报告题目：Uniqueness in mean field portfolio games

报告人：傅冠兴 助理教授（香港理工大学）

报告时间：2026年6月16日16:00-17:00

报告地点：粤海校区汇文楼2433会议室

报告摘要：We study mean field portfolio games with relative performance criteria and Epstein-Zin utility. Our concentration is to establish the uniqueness of equilibria. In order to do so, we develop a maximum-principle-based approach to establish a one-to-one correspondence between equilibria of the game and solutions to a certain equation. Then the study of the uniqueness of the equilibria is translated to that of the equation. We further highlight the power of our approach by studying some special cases. We find that our approach improves some existing result.

报告人简介：Guanxing Fu is an Assistant Professor at The Hong Kong Polytechinc University.  He holds a PhD degree from Humboldt University of Berlin and was previously a research fellow at National University of Singapore. His research focuses on financial mathematics, stochastic control and mean field games. He has published extensively in leading journals, including Finance and Stochastics, Mathematical Finance, Mathematics of Operations Research, and SIAM Journal on Control and Optimization.

邀请人：李婧超

国产a片

2026年6月15日