Probabilistic Framework of Howard's Policy Iteration: BML Evaluation and Robust Convergence Analysis

Speaker: Yuanhua Ni（Nankai University）

Time: Jul 19, 2023, 16:00-17:00

Location: Tencent meeting ID: 174807010

An Extended Merton Problem with Tracking Monotone Benchmark Process

Speaker: Lijun Bao（Xidian University）

Time: Jul 13, 2023, 16:00-17:00

Location: Tencent meeting ID: 801648056

A global maximum principle for optimal control of stochastic evolution equations with recursive utilities

Speaker: Guomin Liu（Nankai University）

Time: Jun 20, 2023, 11:20-12:00

Location: M1001, College of Science Building

Stochastic maximum principle under nonlinear expectation

Speaker: Mingshang Hu（Shandong University）

Time: Jun 20, 2023, 10:40-11:20

Location: M1001, College of Science Building

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

Speaker: Jingtao Shi（ Shandong University）

Time: Jun 20, 2023, 10:00-10:40

Location: M1001, College of Science Building

Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method

Speaker: Na Li（Shandong University of Finance and Economics）

Time: Jun 15, 2023, 16:00-17:00

Location: M5024, College of Science Building

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

Speaker: Xia Chen (University of Tennessee)

Time: Mar 10, 2023, 09:00-10:00

Location: Zoom ID 924 4309 0072, Passcode 103136

Numerical analysis of stochastic Poisson systems

Speaker: David Cohen (Chalmers University of Technology)

Time: Dec 22, 2022, 16:00-17:00

Location: Zoom ID 940 1159 4898, Passcode 123456

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

Speaker: Arnulf Jentzen (CUHK & University of Münster )

Time: Oct 14, 2022, 15:00-16:00

Location: Tencent Meeting ID 940-538-096

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

State-dependent temperature control for Langevin diffusions

Speaker: Zuoquan Xu (The Hong Kong Polytechnic University)

Time: Jul 18, 2022, 14:30-15:30

Location: Lecture Hall M1001, College of Science Building

Some splitting algorithms for multistage stochastic variational inequalities

Speaker: Haisen Zhang (Sichuan Normal University)

Time: Jul 13, 2022, 15:00-16:00

Location: Tencent Meeting ID 613361033

Spike Variations for Stochastic Volterra Integral Equations

Speaker: Tianxiao Wang (Sichuan University)

Time: Jun 22, 2022, 15:00-16:00

Location: Tencent Meeting ID 585 560 286

Propagation of Monotonicity for Mean Field Games

Speaker: Chenchen Mou (City University of Hong Kong)

Time: Jun 15, 2022, 16:00-17:00

Location: Room 5024, College of Science Building

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

Speaker: Jingtao Shi (Shandong University)

Time: Jun 15, 2022, 10:00-11:00

Location: Tencent Meeting ID 712842839