概率统计讨论班——Convergence analysis on the particle systems with centralized control

报告题目：Convergence analysis on the particle systems with centralized control

报告人：周超副教授（新加坡国立大学）

时间：2023年12月20日（周三）上午10：00开始

地点：海纳苑2幢102

摘要：This paper deals with the optimization problem of a class of controlled N-particle systems. We establish the regularity results, which is uniform in N, on the HJB equations corresponding to the N-particle system. The uniform regularity results are obtained by the stochastic maximum principle and the analysis on a Riccati type BSDE. Using the uniform regularity results, we show the convergence of value function and optimal control as the number N of particles tends to infinity, where the convergence rates are also given. This is based on a joint work with Huafu Liao, Alpar Meszaros and Chenchen Mou.

联系人：张荣茂（rmzhang@zju.edu.cn）

欢迎各位老师和同学参加！