An Extended Merton Problem with Tracking Monotone Benchmark Process
Speaker: Lijun Bao(Xidian University)
Time: Jul 13, 2023, 16:00-17:00
Location: Tencent meeting ID: 801648056
Speaker: Guomin Liu(Nankai University)
Time: Jun 20, 2023, 11:20-12:00
Location: M1001, College of Science Building
Stochastic maximum principle under nonlinear expectation
Speaker: Mingshang Hu(Shandong University)
Time: Jun 20, 2023, 10:40-11:20
Location: M1001, College of Science Building
Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Ga
Speaker: Jingtao Shi( Shandong University)
Time: Jun 20, 2023, 10:00-10:40
Location: M1001, College of Science Building
Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method
Speaker: Na Li(Shandong University of Finance and Economics)
Time: Jun 15, 2023, 16:00-17:00
Location: M5024, College of Science Building
Speaker: Xia Chen (University of Tennessee)
Time: Mar 10, 2023, 09:00-10:00
Location: Zoom ID 924 4309 0072, Passcode 103136
Numerical analysis of stochastic Poisson systems
Speaker: David Cohen (Chalmers University of Technology)
Time: Dec 22, 2022, 16:00-17:00
Location: Zoom ID 940 1159 4898, Passcode 123456
Speaker: Arnulf Jentzen (CUHK & University of Münster )
Time: Oct 14, 2022, 15:00-16:00
Location: Tencent Meeting ID 940-538-096
Stochastic Verification Theorem for Infinite Dimensional Stochastic Control Systems
Speaker: Qi Lü (Sichuan University)
Time: Sep 23, 2022, 10:00-11:00
Location: Tencent Meeting ID 145358274
State-dependent temperature control for Langevin diffusions
Speaker: Zuoquan Xu (The Hong Kong Polytechnic University)
Time: Jul 18, 2022, 14:30-15:30
Location: Lecture Hall M1001, College of Science Building
Some splitting algorithms for multistage stochastic variational inequalities
Speaker: Haisen Zhang (Sichuan Normal University)
Time: Jul 13, 2022, 15:00-16:00
Location: Tencent Meeting ID 613361033
Spike Variations for Stochastic Volterra Integral Equations
Speaker: Tianxiao Wang (Sichuan University)
Time: Jun 22, 2022, 15:00-16:00
Location: Tencent Meeting ID 585 560 286
Propagation of Monotonicity for Mean Field Games
Speaker: Chenchen Mou (City University of Hong Kong)
Time: Jun 15, 2022, 16:00-17:00
Location: Room 5024, College of Science Building
Speaker: Jingtao Shi (Shandong University)
Time: Jun 15, 2022, 10:00-11:00
Location: Tencent Meeting ID 712842839
A type of globally solvable BSDEs with triangularly quadratic generators
Speaker: Peng Luo (Shanghai Jiao Tong University)
Time: Jun 6, 2022, 16:00-17:00
Location: Tencent Meeting ID 225981826