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SEQUENCE:1
X-APPLE-TRAVEL-ADVISORY-BEHAVIOR:AUTOMATIC
UID:224546
DTSTAMP:20250926T092558Z
DTSTART;TZID=America/New_York:20251003T110000
DTEND;TZID=America/New_York:20251003T115000
URL;TYPE=URI:https://wpiedudev.wpi.edu/news/calendar/events/department-math
 ematical-sciences-colloquium-jiamin-jian-university-michigan
SUMMARY:Department of Mathematical Sciences Colloquium: Jiamin Jian, Univer
 sity of Michigan
DESCRIPTION:\n\n\n      \n\n\n\nDepartment of Mathematical Sciences\nColloq
 uium\nFriday, October 3rd, 2025\n11:00AM-11:50AM\nStratton Hall 202\nSpeak
 er: Jiamin Jian, University of Michigan\nTitle: Turnpike properties in lin
 ear quadratic Gaussian $N$-player differential games.\n\n\nAbstract: We co
 nsider the long-time behavior of equilibrium strategies and state trajecto
 ries in a linear quadratic $N$-player game with Gaussian initial data. By 
 analyzing convergence toward the corresponding ergodic game, we establish 
 exponential convergence estimates between the solutions of the finite-hori
 zon Riccati system and the associated algebraic Riccati system arising in 
 the ergodic setting. Building on these results, we prove the convergence o
 f the time-averaged value function and derive a turnpike property for the 
 equilibrium pairs of each player. Importantly, our approach avoids relianc
 e on the mean field game limiting model, allowing for a fully uniform anal
 ysis with respect to the number of players $N$. As a result, we further es
 tablish a uniform turnpike property for the equilibrium pairs between the 
 finite-horizon and ergodic games with $N$ players.\n
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