报告人：Jiamin Jian (University of Michigan)

报告时间：2026年5月12日（星期二）14:30-16:30

报告地点：科技楼南楼715室

报告摘要：We consider the long-time behavior of equilibrium strategies and state trajectories in a linear quadratic $N$-player game with Gaussian initial data. By comparing the finite-horizon game with its ergodic counterpart, we establish exponential convergence estimates between the solutions of the finite-horizon generalized Riccati system and the associated algebraic system arising in the ergodic setting. Building on these results, we prove the convergence of the time-averaged value function and derive a turnpike property for the equilibrium pairs of each player. Importantly, our approach avoids reliance on the mean field game limiting model, allowing for a fully uniform analysis with respect to the number of players $N$. As a result, we further establish a uniform turnpike property for the equilibrium pairs between the finite-horizon and ergodic games with $N$ players. Numerical experiments are also provided to illustrate and support the theoretical results.

报告人简介：Jiamin Jian is a Postdoctoral Assistant Professor in the Department of Mathematics at the University of Michigan. His research focuses on stochastic control, mean field games, and financial mathematics. He got his Ph.D. in Mathematical Sciences from Worcester Polytechnic Institute in May 2024. Prior to that, he obtained a master’s degree in Mathematical Financeand Statistics from City University of Hong Kong (July 2019) and a bachelor’s degree in Mathematics and Applied Mathematics from Nankai University (June 2018).

邀请人：吴付科