汤庆
中国地质大学(武汉)国际银河线路检查中心
研究方向:分数阶偏微分方程,反常扩散,Mean field games,最优控制,经济金融数学
Email: tangqingthomas@gmail.com
经历
2015-国际银河线路检查中心任教
2010-2014数学博士学位, University of Santiago de Compostela, Spain.受国家留学基金委资助。
2007-2010中国地质大学(武汉)应用数学硕士
2003-2007:中国地质大学(武汉)信息与计算科学系本科
近期工作
Qing Tang, On an optimal control problem of time-fractional advection- diffusion equation,Discrete & Continuous Dynamical Systems– B, 2020, 25(2): 761-779, American institute of mathematical sciences.
Qing Tang, Fabio Camilli, Variational Time-Fractional Mean Field Games,Dynamic games and applications,10,pages573–588(2020), Springer.
Numerical approximation to fractional mean field game systems, work in progress, in collaboration with Fabio Camilli (Rome Sapienza university) et al..
Mean field games with recursive utilityand Levy jumps, work in progress, in collaboration withMathieu Lauriere (Princeton).
研究项目:
排名第二,国家自然科学基金青年基金“Hydrodynamic limits of compressible kinetic models”, China national science foundation grant No. 11701534。
项目主持人:张腾飞副教授
近期学术活动:
2020.1-2020.3Research assistant,Singapore management university, department of economics. Invited by Thomas J. Sargent.
2019.12 Organizer of conference “mean field games and economics” in Southwestern university of finance and economics, Chengdu, China
2019.9 Contributed talk in “mean field games and related topics-5”, Levico, Italy
2019.6-2019.9 Visiting researcher in university of Rome “Sapienza”, Italy, invited and supported by Fabio Camilli
2019.5 Organizer with Thomas J. Sargent conference “mean field games and control theory”, Peking university HSBC business school (Shenzhen)and a talk in the same conference
https://www.phbs.pku.edu.cn/2019/activity_0409/1943.html
2018.7-2018.8 Visiting researcher in university of Rome “Sapienza”, Italy, invited and supported by Fabio Camilli
2018.6 Visit to Sargent institute, Peking university HSBC business school (Shenzhen). Invited by Thomas J. Sargent
硕士研究生招生方向:
2020年希望招收1-2名熟悉python及其他语言程序设计,英语水平好的硕士研究生开展经济与金融中的偏微分方程模型或机器学习算法研究。具体要求:能够阅读下列quantecon网站中的英文内容,自学掌握部分python程序的运行:
推荐阅读
数学与经济学的关系by Thomas J. Sargent:https://www.phbs.pku.edu.cn/2019/viewpoint_0916/6477.html
Mean field games, blog by陶哲轩https://terrytao.wordpress.com/2010/01/07/mean-field-equations/
Talks given by Pierre Louis Lions on mean field games:
https://www.bilibili.com/video/BV1B4411Q7z3?p=1