Linear Quadratic Optimal Control Problem for Stochastic Evolution Equations

讲座名称：Linear Quadratic Optimal Control Problem for Stochastic Evolution Equations

讲座人：吕琦 教授

讲座时间：10月13日14:30

讲座地点：腾讯会议直播（ID：827 413 630）

讲座人介绍：

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。

讲座内容：

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.

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