Organisers: Shengquan Xiang, Weijun Xu, Zhennan Zhou

Lecturer: Qi Lü (吕琦), Sichuan University

Title: A concise introduction to Dynamic Programming Method for stochastic control systems

Abstract: Dynamic programming, originated by R. Bellman in the early 1950s, is a powerful approach to solving optimal control problems. In this mini course, I will present a concise introduction to Dynamic Programming Method for stochastic control systems, including the derivation of Bellman's principle of optimality, Hamilton-Jacobi-Bellman equation and the verification technique.

Bio: Qi Lü is a professor of mathematics at Sichuan University. His research interests are in mathematical control theory. He is an invited speaker at ICM 2022, and is on the editorial board of several mathematics journals, including SIAM J. Control Optim., ESAIM Control Optim., Calc. Var., Systems Control Lett., etc.

Lecturer: Vahagn Nersesyan, NYU Shanghai

Title: A short introduction to the Agrachev-Sarychev approach

Abstract: The aim of this mini course is to provide a brief and comprehensive introduction to the Agrachev-Sarychev approach for the controllability of partial differential equations (PDEs). The focus will be on PDEs with polynomial nonlinear terms and controls acting directly only on a small number of Fourier modes. We will provide necessary and sufficient conditions for global approximate controllability formulated in terms of Fourier modes. This mini course requires only a basic knowledge of functional analysis and PDEs.

Bio: Vahagn Nersesyan is an Associate Professor of Mathematics at NYU Shanghai. He obtained his Ph.D. from the University of Paris XI and was a Maître de conferences at the University of Paris-Saclay, Versailles until 2021. His main research interests are in the intersection of Partial Differential Equations and Probability.

All lectures are in Lecture Room 77201 at BICMR, except Lecture 3 by Qi Lü (Tuesday morning), which will be in the Lecture Hall of Jia Yi Bing Building.

Group photo