科学研究

Viscosity Solutions to Second Order Path-Dependent Hamilton-Jacobi-Bellman Equations

发布时间:2022-09-28

报告题目:
Viscosity Solutions to Second Order Path-Dependent Hamilton-Jacobi-Bellman Equations
报告人:
周建军 副教授
报告人所在单位:
西北农林科技大学
报告日期:
2022-09-30
报告时间:
10:00-11:00
报告地点:
光华东主楼1601
报告摘要:

 In this talk, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent stochastic differential equations. We identify the value functional of optimal control problems as unique viscosity solution to the associated PHJB equations. 

学术海报.pdf

本年度学院报告总序号:
548