A Dynamic Principal Agent Problem with One-sided Commitment

Speaker: Jianfeng Zhang（University of Southern California）

Time: Apr 23, 2024, 15:00-16:00

Location: Tencent meeting ID:183918492

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

Speaker: Kihun Nam(Monash University)

Time: Apr 16, 2024, 15:00-16:00

Location: ZOOM meeting ID: 973 9242 3946

Hydrodynamic limit of interacting particle systems

Speaker: Claudio Landim（Instituto Nacional de Matemática Pura e Aplicada，IMPA）

Time: Mar 27, 2024, 10:00-12:00

Location: M1001, College of Science Building

Hydrodynamic limit of interacting particle systems

Speaker: Claudio Landim（Instituto Nacional de Matemática Pura e Aplicada，IMPA）

Time: Mar 18, 2024, 10:00-12:00

Location: M1001, College of Science Building

Self-organized criticality and avalanches in 2D forest fires

Speaker: Pierre NOLIN（City University of Hong Kong）

Time: Mar 7, 2024, 15:00-16:00

Location: M1001, College of Science Building

Backward stochastic differential equations with nonlinear Young driver

Speaker: Jian Song（Shandong University）

Time: Jan 28, 2024, 16:30-17:30

Location: M1001, College of Science Building，Tencent meeting ID:254186029

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

Speaker: Xue Luo（Beihang University）

Time: Jan 23, 2024, 16:00-17:00

Location: Room M4009, College of Science Building

分布参数系统最优控制的长时间行为

Speaker: Can Zhang（Wuhan University）

Time: Jan 4, 2024, 15:00-16:00

Location: Tencent meetig ID:592 860 941

Optimal stopping without time consistency

Speaker: Hanqing Jin（University of Oxford）

Time: Dec 14, 2023, 14:30-15:30

Location: Room M5024, College of Science Building

Metastability for expanding bubbles on a sticky substrate

Speaker: Shangjie Yang（Bar Ilan university）

Time: Nov 30, 2023, 14:00-15:00

Location: Room M5024, College of Science Building

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

Speaker: Wangjun Yuan（University of Luxembourg）

Time: Nov 2, 2023, 16:00-17:00

Location: Room M5024, College of Science Building

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

Speaker: Yuanhua Ni（Nankai University）

Time: Jul 19, 2023, 16:00-17:00

Location: Tencent meeting ID: 174807010

An Extended Merton Problem with Tracking Monotone Benchmark Process

Speaker: Lijun Bao（Xidian University）

Time: Jul 13, 2023, 16:00-17:00

Location: Tencent meeting ID: 801648056

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

Speaker: Guomin Liu（Nankai University）

Time: Jun 20, 2023, 11:20-12:00

Location: M1001, College of Science Building

Stochastic maximum principle under nonlinear expectation

Speaker: Mingshang Hu（Shandong University）

Time: Jun 20, 2023, 10:40-11:20

Location: M1001, College of Science Building