Well-posedness of high dimensional degenerate SDEs

Speaker: Fu Zhang (University of Shanghai for Science and Technology)

Time: Mar 30, 2021, 15:50-16:50

Location: Tencent Meeting ID 335 975 903

A Global Maximum Principle for Stochastic Optimal Control Problems with Delay and Applications

Speaker: Jingtao Shi (Shandong University)

Time: Mar 23, 2021, 15:50-16:50

Location: Tencent Meeting ID 703192322

Optimal Consumption with Reference to Past Spending Maximum

Speaker: Xun Li (The Hong Kong Polytechnic University)

Time: Dec 10, 2020, 16:00-17:00

Location: Tencent Meeting ID 748987277

Forward-Backward Doubly Stochastic Differential Equations with Random Jumps and Related Games

Speaker: Qingfeng ZHU (Shandong University of Finance and Economics)

Time: Dec 9, 2020, 19:00-20:00

Location: Tencent Meeting ID 613533705

Some fine well-posedness results on Backward Stochastic Differential Equations

Speaker: Ying Hu (University of Rennes 1, France)

Time: Oct 21, 2020, 15:00-16:00

Location: Tencent meeting ID 257911419

Indefinite Mean-Field Type Linear-Quadratic Stochastic Optimal Control Problems

Speaker: Li Na (Shandong University of Finance and Economics)

Time: Sep 17, 2020, 15:00-16:00

Location: Tencent meeting ID 200406427

Consensusability of multi-agent systems with time delay and/or packet dropout

Speaker: Xu Juanjuan (Shandong University)

Time: Aug 28, 2020, 15:20-16:20

Location: Tencent meeting ID:928191351

On time inconsistent stochastic linear quadratic problems

Speaker: WANG Tianxiao (Sichuan University)

Time: Aug 18, 2020, 15:00-16:00

Location: Tencent meeting ID: 593873380

Dynamic Programming Approach for Optimal Control Problems with State Constraints

Speaker: Jiongmin Yong (University of Central Florida)

Time: Jun 18, 2020, 09:00-10:00

Location: Tencent meeting ID: 470155086

Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights

Speaker: Qingmeng Wei (Northeast Normal University)

Time: Jun 4, 2020, 14:00-15:00

Location: Tencent meeting ID 758726766

Controllability, Observability and Stabilization for Stochastic Partial Differential Equations

Speaker: Qi Lv (Sichuan University)

Time: Jun 3, 2020, 15:00-16:00

Location: Tencent Meeting ID 936572188

Path-dependent Partial Differential Equations

Speaker: Christian Keller (University of Central Florida)

Time: Dec 30, 2019, 16:00-17:00

Location: Conference Room 415, Hui Yuan 3#

Random Sampling and Reconstruction in Some Signal Spaces

Speaker: XIAN Jun (Sun Yat-Sen University)

Time: Dec 28, 2019, 10:45-11:30

Location: Conference Room 415, Hui Yuan 3#