Linear Quadratic Optimal Control Problem for Stochastic Partial Differential Equations

题目：Linear Quadratic Optimal Control Problem for Stochastic Partial Differential Equations

报告人：吕琦，四川大学

时间：2019年5月10日下午4:00-5:00

地点：玉泉工商楼200-9

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 present some recent
progresses on this problem for stochastic partial differential equations.

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。2010年于四川大学获得博士学位。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。现担任SIAM Journal on Control and Optimization, ESAIM. Control, Optimisation and Calculus of Variations, Systems & Control Letters等刊物编委。

联系人：郜传厚老师（gaochou@zju.edu.cn）