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数学学院、所2019年系列学术活动(第193场):温家强 博士后 南方科技大学

发表于: 2019-11-02 13:20  点击:

报告题目:Backward doubly stochastic Volterra integral equations and applications to optimal control problems

报 告 人:温家强 博士后  南方科技大学

报告时间:20191131000-1100

报告地点:数学楼一楼第二报告厅

报告摘要:

Backward doubly stochastic Volterra integral equations (BDSVIEs, for short) are introduced and studied systematically. Well-posedness of BDSVIEs in the sense of introduced M-solutions is established. A comparison theorem for BDSVIEs is proved. By virtue of the comparison theorem, we derive the existence of solutions for BDSVIEs with continuous coefficients. Furthermore, a duality principle between linear (forward) doubly stochastic Volterra integral equation (FDSVIE, for short) and BDSVIE is obtained. A Pontryagin type maximum principle is also established for an optimal control problem of FDSVIEs.Joint work with Yufeng Shi and Jie Xiong.

报告人简介:

温家强博士,山东大学(2018年)博士毕业,师从石玉峰教授,博士期间曾赴美国UCF联合培养,合作导师为雍炯敏教授。20186月毕业后曾短暂赴香港理工大学做研究助理。201810月到现在,在南方科技大学跟随熊捷讲席教授做博士后。主要从事BSDE的相关理论及控制问题的研究,目前已发表或接受SCI论文7篇。