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数学学科2021系列学术报告之十八

来源:理学院 发布日期:2021-07-18

  题  目:An optimal control problem of stochastic partial differential equations

  报告人:南开大学  刘国民博士

  时  间:2021年7月19日9:30-10:30

  地  点:1-301

  Abstract: This talk is concerned with the optimal control problem of stochastic partial differential equations with a kind of stochastic differential utility. A maximum principle on the necessary conditions of  the optimal controls is given. The associated second-order adjoint process is characterized as a conditionally expected operator-valued backward stochastic integral equation under general assumptions.