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.
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