讲座题目：Stability of a Heterogeneous Agent Model with Precautionary Savings
内容摘要：The continuous-time heterogeneous-agent formulated by Achdou–Han–Lasry–Lions–Moll (2022) turns an individual Hamilton–Jacobi equation and a population Kolmogorov equation into a backward–forward PDE system. The individual wealth accumulation under the Macro general equilibrium follows a McKean-Valsov stochastic differential equation. We find that the wealth distribution converges to a stationary distribution within a ball characterized by the relative entropy. We establish the local stability of the macroeconomy modeled as a nonlinear particle system. Finally, leveraging the relationship between Dirichlet forms and KL divergence, we investigate the stability of heterogeneous macroeconomic models via functional inequality techniques.
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1000多次。朱胜豪教授的主要研究领域是宏观经济和收入分配。他的研究结合动态宏观经济学异质性模型和家庭微观大数据，利用计算技术解决微观主体决策的激励相容问题。正在主持一项国家自然科学基金原创探索计划项目。
报告时间：2026年9月22日(周二)，16:30-18:00
线下地点：厦门大学经济楼C108
线上地点：腾讯会议 ID：580 446 148
