报告题目：Stochastic Transposition Method and Its Applications
报告人：吕琦教授(四川大学)
报告时间：2023年12月20日10:00--11:00
线下报告地点：数学科学学院A413
线上报告地点：腾讯会议ID：690-787-279
内容简介：
In this talk, we present the stochastic transposition method which is an advanced duality method, to solve backward stochastic evolution equations. As typical examples, we main focus on three classes of backward stochastic evolution equations: vector-valued backward stochastic evolution equation, operator-valued backward stochastic Lyapunov equation and operator-valued backward stochastic Riccati equation. As applications of the well-posedness of these equations, we give some recent results in optimal control problems for stochastic evolution equations, including a general Pontryagin-type maximum principle for optimal controls of stochastic evolution equations in infinite dimensions, dynamic programming method and the existence of an optimal feedback control of linear quadratic optimal control problems.
报告人简介：吕琦，四川大学数学学院教授，国家级称号人才，2022年国际数学家大会报告45分钟报告人。主要研究偏微分方程和随机微分方程的控制理论。主要成果发表在 Communications on Pure and Applied Mathematics、Journal of the European Mathematical Society、Journal de Mathématiques Pures et Appliquées、SIAM Journal on Control and Optimization、 Journal of Functional Analysis、Journal of Differential Equations 和 Inverse Problems等刊物上，并在 Springer-Verlag 出版专著三部。现任SIAM Journal on Control and Optimization、ESAIM: Control, Optimisation and Calculus of Variations、Systems & Control Letters、Mathematical Control and Related Fields等刊物的编委。曾入选教育部重要人才计划青年学者，获得中国工业与应用数学学会应用数学青年科技奖、中国数学会钟家庆奖等。
数学科学学院
2023年12月18日