Forward-Backward Stochastic Evolution Equation In Hilbert Space and Related Optimal Control Problem

Speaker: Qingxin Meng (Huzhou University)

Time: Apr 15, 2022, 15:00-16:00

Location: Tencent Meeting ID 544 717 340

Optimal feedback for stochastic linear quadratic control in infinite dimensions, progress and open problems

Speaker: Xu Zhang (Sichuan University)

Time: Apr 13, 2022, 16:00-17:00

Location: Tencent Meeting ID 813 145 874

A Two-Stage Model for High-Risk Prediction in Insurance Ratemaking

Speaker: Yanxi Hou (Fudan University)

Time: Mar 9, 2022, 10:30-11:30

Location: Tencent Meeting ID 405 615 220, Passcode 220309

Forward and Backward Stochastic Differential Equations with Normal Constraints in Law and Mean Field Limit of Related Interacting Particle Systems

Speaker: Ying Hu (University of Rennes 1)

Time: Feb 24, 2022, 16:00-17:00

Location: Zoom ID 965 6298 9314, Passcode 123456

Local controllability to trajectories for the compressible viscous micropolar fluids

Speaker: Qiang Tao (Shenzhen University)

Time: Jan 11, 2022, 15:30-16:30

Location: Room 518, Block 3, Hui Yuan

Infinite Horizon FBSDEs and Open-Loop Optima Controls for Stochastic LQ Problems with Random Coefficients

Speaker: Qingmeng Wei (Northeast Normal University)

Time: Dec 15, 2021, 10:00-11:00

Location: Tencent Meeting ID 442408656

Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum

Speaker: Xun Li (The Hong Kong Polytechnic University)

Time: Dec 8, 2021, 15:00-16:00

Location: Zoom ID 926 5933 1846, Passcode 123456

Stochastic H_2/H_∞ control for Mean-Field Stochastic Differential Systems with (x,u,v)-dependent noise

Speaker: Qingxin Meng (Huzhou University)

Time: Oct 29, 2021, 10:00-11:00

Location: Tencent Meeting ID 657528303

Constrained stochastic LQ control with regime switching and application to portfolio selection

Speaker: Xiaomin Shi (Shandong University of Finance and Economics)

Time: Sep 17, 2021, 10:00-11:00

Location: Tencent Meeting ID 975562804

Mean Field LQ Games with a Finite Number of Agents

Speaker: Bingchang Wang (Shandong University)

Time: Sep 16, 2021, 16:00-17:00

Location: Tencent Meeting ID 241 213 358

An LQ differential game of stochastic large-population system with partial information

Speaker: Guangchen Wang (Shandong University)

Time: Sep 16, 2021, 14:30-15:30

Location: Tencent Meeting ID 533 300 317

Observability Problem for Some Stochastic Partial Differential Equations

Speaker: Qi Lv (Sichuan University)

Time: Sep 2, 2021, 15:00-16:00

Location: Tencent Meeting ID 772460861

Boundary Behaviors at ∞ for Fragments in Simple Exchangeable Fragmentation-Coalescence Process

Speaker: Xiaowen Zhou (Concordia University)

Time: Jul 5, 2021, 09:00-10:00

Location: Tencent Meeting ID 841890547

Backward stochastic Volterra integro-differential equations and applications in optimal control problems

Speaker: Tianxiao Wang (Sichuan University)

Time: May 7, 2021, 10:00-11:00

Location: Tencent Meeting ID 447146965

Large deviation rates for branching processes

Speaker: Junping Li (Central South University)

Time: Sep 28, 2020, 10:20-11:20

Location: