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Probability & Statistics Seminar

Backward Stackelberg Differential Game with Constraints

演讲者:冯新伟(山东大学)

时间: 2022-05-17 10:00-11:00

地点:腾讯会议 ID 864829310

Bitcoin Mining and Electricity Consumption

演讲者:Min Dai(香港科技大学)

时间: 2022-04-29 15:30-16:30

地点:腾讯会议 ID 187 728 590

Weak observability and stabilization

演讲者:汪更生(天津大学)

时间: 2022-04-22 15:00-16:00

地点:腾讯会议 ID 609 352 827

Hybrid optimal impulse control

演讲者:吕思宇(东南大学)

时间: 2022-04-18 15:00-16:00

地点:腾讯会议 ID 575 884 276

Forward-Backward Stochastic Evolution Equation In Hilbert Space and Related Optimal Control Problem

演讲者:孟庆欣(湖州师范大学)

时间: 2022-04-15 15:00-16:00

地点:腾讯会议 ID 544 717 340

Optimal feedback for stochastic linear quadratic control in infinite dimensions, progress and open problems

演讲者:张旭(四川大学)

时间: 2022-04-13 16:00-17:00

地点:腾讯会议 ID 813 145 874

A Two-Stage Model for High-Risk Prediction in Insurance Ratemaking

演讲者:侯燕曦(复旦大学)

时间: 2022-03-09 10:30-11:30

地点:腾讯会议ID 405 615 220,密码 220309

Forward and Backward Stochastic Differential Equations with Normal Constraints in Law and Mean Field Limit of Related Interacting Particle Systems

演讲者:胡瑛(雷恩第一大学)

时间: 2022-02-24 16:00-17:00

地点:Zoom ID 965 6298 9314, Passcode 123456

Local controllability to trajectories for the compressible viscous micropolar fluids

演讲者:陶强(深圳大学)

时间: 2022-01-11 15:30-16:30

地点:慧园3栋518

Infinite Horizon FBSDEs and Open-Loop Optima Controls for Stochastic LQ Problems with Random Coefficients

演讲者:魏庆萌(东北师范大学)

时间: 2021-12-15 10:00-11:00

地点:腾讯会议 ID 442408656

Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum

演讲者:李迅(香港理工大学)

时间: 2021-12-08 15:00-16:00

地点:Zoom ID 926 5933 1846, Passcode 123456

Stochastic H_2/H_∞ control for Mean-Field Stochastic Differential Systems with (x,u,v)-dependent noise

演讲者:孟庆欣(湖州师范大学)

时间: 2021-10-29 10:00-11:00

地点:腾讯会议 ID 657528303

Constrained stochastic LQ control with regime switching and application to portfolio selection

演讲者:Xiaomin Shi(山东财经大学)

时间: 2021-09-17 10:00-11:00

地点:腾讯会议 ID 975562804

Mean Field LQ Games with a Finite Number of Agents

演讲者:王炳昌(山东大学)

时间: 2021-09-16 16:00-17:00

地点:腾讯会议 ID 241 213 358

An LQ differential game of stochastic large-population system with partial information

演讲者:王光臣(山东大学)

时间: 2021-09-16 14:30-15:30

地点:腾讯会议 ID 533 300 317

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