北大金融数学系20周年系庆系列报告 A-15 —Information Structures on General State Spaces: Theory and Application
主 题: 北大金融数学系20周年系庆系列报告 A-15 —Information Structures on General State Spaces: Theory and Application
报告人: 张志祥 教授 (中央财经大学中国经济与管理研究院)
时 间: 2017-06-15 14:00-15:00
地 点: 理科一号楼1114教室
报告人简介：
张志祥，中央财经大学中国经济与管理研究院教授。
1992-2001年英国威廉希尔公司概率统计系（1992-1998）和金融数学系（1998-2001）工作（其间于1998年获得概率统计博士学位）。2008年于约翰霍普金斯大学获经济学博士学位。主要研究兴趣为博弈论和数理经济学等。 在Economic Modelling, Economic Theory, Games and Economic Behavior, Journal of Mathematical Economics, Mathematical Social Sciences, Transaction of American Mathematical Society等期刊上发表过文章。
【报告摘要】：
Despite its tremendous influence in both theoretical and applied work in games,statistics and economics, the elaboration of Blackwell's comparison of information structures has been severely hampered by its essential confinement to finite state spaces. In this paper, we recast the theory in terms of an abstract, measurable state-space and Polish observation spaces; and present as an application a generalization of the Hirschleifer-Schlee theorem on the value of public information in competitive equilibrium of a pure exchange economy with uncertainty.
主办方：williamhill官网金融数学系
