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On stochastic PDE control

  • Speaker:Prof. Xu Zhang
  • TIME:June 10, 2022 17:00-18:00 Beijing time (12:00-13:00 Moscow time)
  • LOCATION:online

Recording: https://disk.pku.edu.cn:443/link/53480B83434362AFD4CB41F2AAB7FF7D
Valid Until: 2026-07-31 23:59

Slides: /pub/zesxzx2021/docs/20220613165040978280.pdf

 

Abstract: In this talk, I will give a short introduction to control theory for stochastic distributed parameter systems (governed by stochastic differential equations in infinite dimensions, typically by stochastic PDEs). I will explain the new phenomena and difficulties in the study of controllability and optimal control problems for these sorts of equations. In particular, I will show by some examples that both the formulation of corresponding stochastic control problems and the tools to solve them may differ considerably from their deterministic/finite-dimensional counterparts, and one has to develop new methods,  say, the stochastic transposition method introduced in our previous works, to solve some problems in this field.

 

Bio: Xu Zhang is a professor at the School of Mathematics, Sichuan University, Chengdu, China. He was an invited speaker at ICM (Control Theory & Optimization Section, 2010). He is/was the editor in chief/corresponding editor/associate editor for several journals including Mathematical Control and Related Fields, ESAIM: Control, Optimisation and Calculus of Variations, SIAM Journal on Control and Optimization, Annual Reviews in Control, etc. His research interests include mathematical control theory, related partial differential equations and stochastic analysis.

 

 

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