Probability & Statistics Seminar

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

Abstract 

The verification theorem serving as an optimality condition for the optimal control problem, has been studied for a long time. In this talk, we present some recent results of verification theorem for control systems governed by stochastic evolution equations in infinite dimensions, in which both the drift and the diffusion terms depend on the controls. 


报告人简介:吕琦,四川大学数学学院教授,博士生导师,2020 年获国家杰出青年基金,应邀在2022 年国际数学家大会(ICM)作 45 分钟报告。主要从事数学控制论的研究。主要成果发表在 Communications on Pure and Applied Mathematics、Journal of the European Mathematical Society、Journal de Mathématiques Pures et Appliquées、SIAM Journal on Control and Optimization、Journal of Functional Analysis、Journal of Differential Equations 和Inverse Problems等刊物上,并在Springer-Verlag出版专著三部。现任 SIAM Journal on Control and Optimization、ESAIM: Control, Optimisation and Calculus of Variations、Systems & Control Letters、Mathematical Control and Related Fields 等刊物的编委。曾入选教育部重要人才计划青年学者,获得中国工业与应用数学学会应用数学青年科技奖、中国数学会钟家庆奖等。