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汤庆

发布人:毕洁发表时间:2020-05-27点击:

汤庆

中国地质大学(武汉)数学与物理学院

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-中国地质大学(武汉)数理学院任教

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:

https://quantecon.org

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