Probability & Statistics Seminar

A Mean Field Game Approach to Equilibrium Consumption under External Habit Formation

演讲者:薄立军(西安电子科技大学)

时间: 2024-05-09 15:00-16:00

地点:腾讯会议 ID: 164834147

A Dynamic Principal Agent Problem with One-sided Commitment

演讲者:张建丰(南加利福尼亚大学)

时间: 2024-04-23 15:00-16:00

地点:腾讯会议 ID:183918492

Strong solutions of mean-field FBSDEs and their applications to multi-population mean-field games

演讲者:Kihun Nam(澳大利亚蒙纳士大学)

时间: 2024-04-16 15:00-16:00

地点:ZOOM meeting ID: 973 9242 3946

Hydrodynamic limit of interacting particle systems

演讲者:Claudio Landim(巴西纯数学与应用数学国家研究所IMPA)

时间: 2024-03-27 10:00-12:00

地点:理学院大楼M1001

Hydrodynamic limit of interacting particle systems

演讲者:Claudio Landim(巴西纯数学与应用数学国家研究所IMPA)

时间: 2024-03-18 10:00-12:00

地点:理学院大楼M1001

Self-organized criticality and avalanches in 2D forest fires

演讲者:Pierre NOLIN(香港城市大学)

时间: 2024-03-07 15:00-16:00

地点:理学院大楼M1001

Backward stochastic differential equations with nonlinear Young driver

演讲者:宋健(山东大学)

时间: 2024-01-28 16:30-17:30

地点:理学院大楼M1001,腾讯会议 ID:254186029

The Gaussian Mixture Optimal Transport Ensemble Kalman Filter and its application to predict the capacity fade of lithium-ion batteries

演讲者:罗雪(北京航空航天大学)

时间: 2024-01-23 16:00-17:00

地点:理学院大楼 M4009

分布参数系统最优控制的长时间行为

演讲者:张灿(武汉大学)

时间: 2024-01-04 15:00-16:00

地点:腾讯会议ID:592 860 941

Optimal stopping without time consistency

演讲者:金含清(牛津大学)

时间: 2023-12-14 14:30-15:30

地点:理学院大楼 M5024

Metastability for expanding bubbles on a sticky substrate

演讲者:杨尚杰(巴伊兰大学)

时间: 2023-11-30 14:00-15:00

地点:理学院大楼 M5024

Hitting probability of Gaussian random fields and collision of eigenvalues of random matrices

演讲者:袁望钧(卢森堡大学)

时间: 2023-11-02 16:00-17:00

地点:理学院大楼 M5024

Probabilistic Framework of Howard's Policy Iteration: BML Evaluation and Robust Convergence Analysis

演讲者:倪元华(南开大学)

时间: 2023-07-19 16:00-17:00

地点:腾讯会议: 174807010

An Extended Merton Problem with Tracking Monotone Benchmark Process

演讲者:薄立军(西安电子科技大学)

时间: 2023-07-13 16:00-17:00

地点:腾讯会议: 801648056

A global maximum principle for optimal control of stochastic evolution equations with recursive utilities

演讲者:刘国民(南开大学)

时间: 2023-06-20 11:20-12:00

地点:理学院大楼M1001

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