講座名稱：Linear Quadratic Optimal Control Problem for Stochastic Evolution Equations

講座人：呂琦 教授

講座時間：10月13日14:30

講座地點：騰訊會議直播（ID：827 413 630）

講座人介紹：

呂琦，四川大學(xué)教授。研究領(lǐng)域為偏微分方程及隨機(jī)偏微分方程控制理論。曾獲中國數(shù)學(xué)會鐘家慶獎，中國工業(yè)與應(yīng)用數(shù)學(xué)學(xué)會應(yīng)用數(shù)學(xué)青年科技獎；在CPAM，JEMS，JMPA，SICON等刊物發(fā)表論文40余篇；現(xiàn)擔(dān)任SIAM Journal on Control and Optimization, ESAIM. Control, Optimisation and Calculus of Variations, Systems & Control Letters等刊物編委。

講座內(nèi)容：

Linear quadratic optimal control problem is one of the fundamental problems in Control Theory. It is well studied for systems governed by ordinary/partial/stochastic differential equations. In this talk, we first recall the development of LQ problems briefly. Then we present some recent progresses on this problem for stochastic evolution equations.

主辦單位：數(shù)學(xué)與統(tǒng)計學(xué)院