Probability & Statistics Seminar

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

Stochastic maximum principle under nonlinear expectation

演讲者:胡明尚(山东大学)

时间: 2023-06-20 10:40-11:20

地点:理学院大楼M1001

Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Games

演讲者:史敬涛( 山东大学)

时间: 2023-06-20 10:00-10:40

地点:理学院大楼M1001

Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method

演讲者:李娜(山东财经大学)

时间: 2023-06-15 16:00-17:00

地点:理学院大楼M5024

Intermittency for hyperbolic Anderson equations with time-independent Gaussian noise: Stratonovich regime

演讲者:陈夏(田纳西大学)

时间: 2023-03-10 09:00-10:00

地点:Zoom ID 924 4309 0072, Passcode 103136

Numerical analysis of stochastic Poisson systems

演讲者:David Cohen(查尔姆斯理工大学)

时间: 2022-12-22 16:00-17:00

地点:Zoom ID 940 1159 4898, Passcode 123456

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

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