A Concise Introduction to Control Theory of Stochastic Partial Differential Equation
发布时间：2022年07月15日
浏览次数：3769
发布者: He Liu
主讲人： Qi Lü (Sichuan University)
活动时间： 从 2022-08-17 10:00 到 2022-08-26 11:30
场地： 线上
In these series of talks, I give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. We mainly focus on one dimensional stochastic parabolic equations and stochastic hyperbolic equations, which avoid many technical difficulties. In particular, we shall see that both the formulation of corresponding stochastic control problems and the tools to solve them may differ considerably from their deterministic/finite dimensional counterparts. More importantly, one has to develop new tools, say, the stochastic transposition method introduced in our previous works, to solve some problems in this field.
Time: August 17, 19, 24, 26, 10:00-11:30 am (Beijing Time)
点击链接入会，或添加至会议列表：
https://meeting.tencent.com/dm/iD1ZnBCzY0Jp
腾讯会议：337-7726-2284
