188比分直播手机版,188足球比分直播

188比分直播手机版-188足球比分直播
通知公告
188比分直播手机版迎百年校庆系列报告(六):An optimal control problem for mean-field FBSDE with noisy observation
发布单位:188比分直播手机版        浏览次数:190        发布时间:2019年07月10日

报告时间:7141430-1600

报告地点:H203 

报告摘要:In this talk, we study an optimal control problem for mean-field FBSDE, where the drift coefficient of the observation equation is linear with respect to the state x. Using a backward separation method with a decomposition technique, two optimality conditions are derived. Several LQ optimal control problems for FBSDEs are studied. Closed-form optimal solutions are explicitly obtained in detailed situations.

This talk is based on a joint work with Dr. Hua Xiao and Dr. Guojing Xing.

主讲人简介

王光臣,山东大学控制学院教授、博导,国家优秀青年基金获得者(2014),教育部青年长江学者(2015)。一直从事随机控制理论及其金融应用的研究,取得了以倒向分离原理为特色的创新成果,在SIAM J. Control Optim.IEEE TACAutomaticaInsur. Math. Econ. 发表学术论文多篇。曾获山东省自然科学奖一等奖和教育部自然科学奖二等奖各1项。





编辑:哈工大(威海)188比分直播手机版