Probability & Statistics Seminar

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

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

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