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.
