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Pontryagin’s maximum principles: from SVIEs to SFDEs, SPDEs, and beyond

发布时间:2026-09-10阅读次数:10

In this talk, we give a revisit to the maximum principles of Pontryagin type for optimal controls of stochastic Volterra integral equations when the diffusion term contains the control variable. Then we applied the basic ideas to optimal control problem for a class of stochastic distributed parameter systems, such as stochastic functional differential equation, stochastic parabolic partial differential equation, stochastic hyperbolic partial differential equations, and beyond.

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