报告题目:Pontryagin maximum principle for two class of stochastic distributed parameter systems: the BSVIEs approach
报告人：王天啸 研究员 四川大学
报告时间：2025年6月9日 9：00-10：00
报告地点：腾讯会议 354-287-834
校内联系人：韩月才 hanyc@jlu.edu.cn
报告摘要: In this lecture, the maximum principle for optimal control of both stochastic delay differential equation and stochastic heat equation are treated with non-convex control domain and control-dependent diffusion term. The crucial point lies in the introducing of second-order adjoint systems which are given with the help of backward stochastic Volterra integral equations (BSVIEs for short). The advantages of current study are shown in various manners.
报告人简介：王天啸，四川大学研究员，博士生导师，入选国家级青年人才计划。主要从事随机最优控制理论等方面研究，相关成果发表在《J. Math. Pure. Appl.》，《SIAM J. Control Optim.》，《J. Differential Equ.》，《IEEE Trans. Automat. Control》等期刊，主持3项国家自然科学基金项目，现任SCI期刊《Adv. Cont. Disc. Model》，《Math. Control Related Fields》编委。
