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Optimal Control Problems of Stochastic Volterra Integral Equations
澳门新葡8455最新网站:2016年04月21日 00:00 点击数:

报告人:王天啸

报告地点:澳门新葡8455最新网站615室

报告澳门新葡8455最新网站:2016年04月24日星期日10:00-11:00

邀请人:

报告摘要:

In this talk, we would like to show some recent progresses on the optimal control problems of stochastic Volterra integral systems (SVIEs, in short). Unlike the differential systems, Volterra integral systems inherently lose the semi-group property, which makes some basic tools, say, change-of-variable formula, become no longer powerful here. To overcome these obstacles, we develop new tricks and techniques to treat both the stochastic linear quadratic problems and maximum principles of SVIEs.

主讲人概况:

四川大学副教授。

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