随机滤波与控制研讨会

2019 年10 月26 日（周六）

8:30-8:50 开幕式-系主任致欢迎辞

8:50-9:15 张焕水 Stochastic LQ control with asymmetric information in networked control systems

9:15-9:40 嵇少林 Continuous time mean-variance portfolio selection with nonlinear wealth equations and random coefficients

9:40-10:05 罗雪 Feedback particle filter with correlated noises

10:05-10:25 茶歇

10:25-10:50 李娟 Stochastic interpretation of a system of multidimensional Hamilton-Jacobi-Bellman-Isaacs equations

10:50-11:15 宋健 Nonlinear Feynman-Kac Formulas for Stochastic Partial Differential Equations with Space-Time Noise

11:15-11:40 张帅琪 Ruin probability of the subordinated levy process

11:40-13:30 合影：体育场；午餐：教工餐厅

 

14:30-14:55 吴臻 Maximum principle for one kind of discrete-time stochastic optimal control problem and its applications

14:55-15:20 李迅 Optimal Consumption with Reference to Past Spending Maximum

15:20-15:45 王天啸 Necessary conditions of Pontraygin's type for general controlled stochastic Volterra integral equations

15:45-16:10 倪元华 Time-inconsistent Optimal Control

16:10-16:30 茶歇

16:30-16:55 张奇 Mass-Conserving Stochastic Partial Differential Equations

16:55-17:20 张金会 Composite Disturbance Rejection Control for Stochastic Jump Systems

17:20-17:45 李丽 Event-Triggered Filtering for Nonlinear Networked Systems

17:45 围餐：深圳博林天瑞喜来登酒店

2019 年10 月27 日（周日）

8:30-8:55 石玉峰 大数据与机器学习算法在量化投资领域的应用

8:55-9:20 孟庆欣 Stochastic Hamilton-Jacobi-Bellmanequations with jumps

9:20-9:45 许左权 Optimal redeeming strategy of stock loans under drift uncertainty

9:45-10:10 杨洪玖随机约束条件下网络化控制系统研究

10:10-10:30 茶歇

10:30-10:55 赵卫东 Numerical Methods for Stochastic

Optimal Control via FBSDEs

10:55-11:20 张鑫 Robust optimal investment and reinsurance of an insurer under Jump-diffusion models

11:20-11:45 尹居良 Probabilistic Properties of First Hitting Time and Domain Stability Analysis for Linear Stochastic Systems

11:45-13:30 午餐：教工餐厅

 

14:30-14:55 王光臣 An optimal control problem of BSDE with partial information

14:55-15:20 于志勇 张奇 A Closed-Loop Saddle Point for Zero-Sum Linear-Quadratic Stochastic Differential Games

15:20-15:45 史敬涛 A Stackelberg Game of Backward Stochastic Differential Equations with Partial Information

15:45-16:05 茶歇

16:05-16:35 吕琦 First and Second Order Necessary Optimality Conditions for Controlled Stochastic Evolution Equations with Control and State Constraints

16:35-17:00 李娜 Linear-Quadratic Mean-Field-Game for Stochastic Delayed Systems

17:00-17:25 路坤锋 会学习的火箭

17:25 晚餐：教工餐厅