An Invitation to Control Theory of Stochastic Distributed Parameter Systems
Prof. Xu Zhang, Sichuan University, Chengdu
| Speaker |
Prof. Xu Zhang, Sichuan University, Chengdu
|
|---|---|
| When |
Mar 21, 2016
from 04:00 PM to 05:00 PM |
| Where | LH 006 |
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Abstract: In this talk, I will give a short introduction to control theory of stochastic distributed parameter systems, governed by stochastic differential equations in infinite dimensions. I will mainly explain the new phenomenon and difficulties in the study of controllability and optimal control problems for these sort of equations. In particular, I will show by some examples that both the formulation of stochastic control problems and the tools to solve them may differ considerably from their deterministic counterpart.