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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

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