报告时间：11月19日（周四）晚7:30—8:30
腾讯会议ID号：918143035
密码：201119
题目：Stochastic Transposition Method for Backward Stochastic Evolution Equations and Its Applications
摘要：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, some second order necessary conditions for optimal controls 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, 主要研究方向为数学控制理论。
2011.04-2012.04 在西班牙巴斯克应用数学中心从事博士后研究;
2013.01-2014.01在法国巴黎六大从事博士后研究;
2013年获“中国数学会钟家庆奖”;
2018年获“中国工业与应用数学学会应用数学青年科技奖”;
2020年获国家杰出青年科学基金资助。
主要工作发表在Comm. Pure Appl. Math.(纯数学与应用数学通讯), J. Eur. Math. Soc.(欧洲数学学会), J. Math. Pures Appl.(纯数学与应用) , J. Funct. Anal.(泛函分析), SIAM J. Control Optim., J. Differential Equations 和 Inverse Problems等刊物上。
主持国家自然科学基金项目2项。
现担任SIAM: Journal on Control and Optimization, ESAIM: Control, Optimisation and Calculus of Variations, Systems and Control Letters, Mathematical Control and Related Fields 等刊物编委。
