数苑博雅讲座（64）：Optimal Control of Stochastic Evolution Equations: Some Recent Progresses
来源：
发布时间：2026-05-29
报告时间：- 2026年5月22日（周五）下午16: 00-17: 00
- 报告地点：
- 国交2栋315会议室
- 报告人：
- 吕琦
- 报告人单位：
- 四川大学
- 邀请人：
- 晏挺
- 摘要：
- In recent years, important progresses have been made in the control theory for stochastic distributed parameter control systems. However, the theory is far from being complete. The primary difficulty is that many effective tools and methods for deterministic distributed parameter control systems do not work anymore in the stochastic setting. One has to develop new mathematical tools even for some very simple stochastic distributed parameter control systems, such as stochastic transposition method and stochastic Carleman estimate. The objectives of this talk are to provide some new results, to show some new phenomena, to explain the new difficulties and to present some new methods in this topic. I mainly some recent progresses on optimal control problems of stochastic distributed parameter control systems, including Pontryagin type maximum principle, dynamic programming and linear quadratic optimal control problems.
