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

A type of globally solvable BSDEs with triangularly quadratic generators

Speaker: Peng Luo (Shanghai Jiao Tong University)

Time: Jun 6, 2022, 16:00-17:00

Location: Tencent Meeting ID 225981826

Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems

Speaker: Jiongmin Yong (University of Central Florida)

Time: Jun 1, 2022, 09:00-10:00

Location: Zoom ID 951 4162 7318, Passcode 906473

Backward Stackelberg Differential Game with Constraints

Speaker: Xinwei Feng (Shandong University)

Time: May 17, 2022, 10:00-11:00

Location: Tencent Meeting ID 864829310

Bitcoin Mining and Electricity Consumption

Speaker: Min Dai (The Hong Kong Polytechnic University)

Time: Apr 29, 2022, 15:30-16:30

Location: Tencent Meeting ID 187 728 590

Weak observability and stabilization

Speaker: Gengsheng Wang (Tianjin University)

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

Location: Tencent Meeting ID 609 352 827

Hybrid optimal impulse control

Speaker: Siyu Lv (Southeast University)

Time: Apr 18, 2022, 15:00-16:00

Location: Tencent Meeting ID 575 884 276

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