Research-Stochastic Verification Theorem for Infinite Dimensional Stochastic Control Systems

Research

Probability & Statistics Seminar

Stochastic Verification Theorem for Infinite Dimensional Stochastic Control Systems

Speaker: Qi Lü (Sichuan University)
Time: Sep 23, 2022, 10:00-11:00
Location: Tencent Meeting 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.