报告人:张旭
报告地点:数学与统计学院615室
报告时间:2016年04月08日星期五16:00-17:00
邀请人:
报告摘要:
Stimulated by the classical transposition method in PDEs, we introduced a new notion of solution, i.e., transposition solution to backward stochastic evolution equations (BSEEs for short). This is something like the generalized function solutions to PDEs. We obtain the well-posedness of BSEEs in general filtration space, without using the Martingale Representation Theorem. Among others, as an application of our transposition method, we establish a Pontryagin-type maximum principle for optimal controls of general infinite dimensional nonlinear stochastic evolution equations, in which both drift and diffusion terms can contain the control variables, and the control domains are allowed to be nonconvex.
主讲人简介:
张旭,四川大学教授,教育部长江学者特聘教授,国家杰出青年科学基金获得者。曾独立获得国家自然科学二等奖、教育部自然科学一等奖、中国自动化学会“关肇直奖”。曾应邀在国际数学家大会作45分钟学术报告。曾入选第一批国家高层次人才特殊支持计划(即中组部“万人计划”)科技创新领军人才、教育部“创新团队发展计划”(团队带头人)、中国科学院“百人计划”。担任期刊《Math. Control Relat. Fields》主编。