宏观经济学workshop: Kantorovich Meets Sargent:A New Perspective of Rational Expectations

发布日期:2026-11-06 11:14    来源:

时间:2026年11月6日 上午10:30 – 12:00

地点:北京大学国家发展研究院(承泽园) 217

题目:Kantorovich Meets Sargent:A New Perspective of Rational Expectations

主讲人:朱胜豪,对外经济贸易大学

摘要: This paper formulates rational-expectations problems as optimal control problems for probability laws governed by a Kolmogorov–Fokker–Planck equation. Variations of policies and densities yield the household optimality system, while market clearing closes the evolution of endogenous prices and distributions. Optimal transport

provides a geometric description of these dynamics in Wasserstein space, without requiring them to be gradient flows of an energy functional. The analysis develops benchmark household and general-equilibrium formulations, stationary laws and computational representations.

主讲人简介:朱胜豪,现任对外经济贸易大学教授。纽约大学经济学博士。在Econometrica, Journal of Economic Theory, International Economic Review等国际一流经济学期刊上发表数篇论文。学术成果在Google Scholar上被国际同行引用1200多次。朱胜豪教授的主要研究领域是宏观经济和收入分配。他目前的研究把动态博弈和群体智能应用于宏观经济政策设计中。正在主持一项国家自然科学基金原创探索计划项目。


分享到: