报告时间：2014年12月17日（三）下午 15：00-16：00

报告地点： 览秀楼105室（学术报告厅）

报告摘要：In this talk, we study a nonzero-sum stochastic differential game in Markovian framework. We show the existence of the Nash equilib-rium point which is discontinuous and of bang-bang type under natural conditions. The main tool is the notion of backward stochastic differential equations which, in our case, are multidimensional with discontinuous generators with respect to z component.

报告人简介：穆蕊，法国勒芒大学及山东大学博士。主要研究领域为：随机微分博弈论，倒向随机微分方程。