Stochastic control problems are closely related to free boundary problems, where both the underlying fully nonlinear PDEs and the boundaries separating the action and waiting regions are integral parts of the problems. In this talk, we will propose a class of stochastic N-player games and show how the free boundary problems involve moving boundaries due to the additional game nature. We will provide explicit Nash equilibria by solving a sequence of Skorokhod problems. For the special cases of resource allocation problems, we will show how players change their strategies based on different network structures between players and resources. We will also talk about the insights from a sharing economy perspective. This talk is based on a joint work with Xin Guo (UC Berkeley) and Wenpin Tang (UCLA).
