| 报告题目： | General Stochastic Maximum Principle and Backward Stochastic Evolution |
| 报 告 人： | 张旭 教授 |
| 四川大学 | |
| 报告时间： | 2013年5月17日（星期五），上午10：00―11:00 |
| 报告地点： | 九龙湖校区数学系第一报告厅 |
| 相关介绍： | main purpose of this work is to establish the Pontryagin-type maximum principle for optimal controls of general infinite dimensional nonlinear stochastic evolution equations. Both drift and diffusion terms can contain the control variables, and the control domains are allowed to be nonconvex. The key to reach it is to provide a suitable formulation of operator-valued backward stochastic evolution equations, as well as a way to define their solutions. Besides, both vector-valued and operator-valued BSEEs, with solutions in the sense of transposition, are studied. (jointly with Dr. Qi L\"u) |
