报告题目： Linear Quadratic Optimal Control Problem for Stochastic Evolution Equations

报 告 人：吕琦 教授 四川大学

照    片：

邀 请 人：常永奎

报告时间：2020年10月13日（周二） 14：30-15：30

腾讯会议ID： 827 413 630

报告人简介：吕琦，四川大学教授。研究领域为偏微分方程及随机偏微分方程控制理论。曾获中国数学会钟家庆奖，中国工业与应用数学学会应用数学青年科技奖；在CPAM，JEMS，JMPA，SICON等刊物发表论文40余篇；现担任SIAM Journal on Control and Optimization, ESAIM. Control, Optimisation and Calculus of Variations, Systems & Control Letters等刊物编委。

报告摘要： Linear quadratic optimal control problem is one of the fundamental problems in Control Theory. It is well studied for systems governed by ordinary/partial/stochastic differential equations. In this talk, we first recall the development of LQ problems briefly. Then we present some recent progresses on this problem for stochastic evolution equations.