Probability & Statistics Seminar

Overcoming the curse of dimensionality: from nonlinear Monte Carlo to the training of neural networks

演讲者:Arnulf Jentzen(香港中文大学,明斯特大学)

时间: 2022-10-14 15:00-16:00

地点:腾讯会议 ID 940-538-096

Stochastic Verification Theorem for Infinite Dimensional Stochastic Control Systems

演讲者:吕琦(四川大学)

时间: 2022-09-23 10:00-11:00

地点:腾讯会议 ID 145358274

State-dependent temperature control for Langevin diffusions

演讲者:许左权(香港理工大学)

时间: 2022-07-18 14:30-15:30

地点:理学院大楼M1001报告厅

Some splitting algorithms for multistage stochastic variational inequalities

演讲者:张海森(四川师范大学)

时间: 2022-07-13 15:00-16:00

地点:腾讯会议 ID 613361033

Spike Variations for Stochastic Volterra Integral Equations

演讲者:王天啸(四川大学)

时间: 2022-06-22 15:00-16:00

地点:腾讯会议 ID 585 560 286

Propagation of Monotonicity for Mean Field Games

演讲者:牟宸辰(香港城市大学)

时间: 2022-06-15 16:00-17:00

地点:理学院大楼M5024

Global maximum principle for progressive optimal control of partially observed forward-backward stochastic systems with random jumps

演讲者:史敬涛(山东大学)

时间: 2022-06-15 10:00-11:00

地点:腾讯会议 ID 712842839

A type of globally solvable BSDEs with triangularly quadratic generators

演讲者:罗鹏(上海交通大学)

时间: 2022-06-06 16:00-17:00

地点:腾讯会议 ID 225981826

Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems

演讲者:雍炯敏(中佛罗里达大学)

时间: 2022-06-01 09:00-10:00

地点:Zoom ID 951 4162 7318, Passcode 906473

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

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