【数学学院】Applications of stochastic control of input delay

报告题目：Applications of stochastic control of input delay

报 告 人：徐娟娟教授 (山东大学)

报告时间：2018年12月3日（周一）下午3:30-4:30

报告地点：数学学院西303

报告摘要:In this talk, we discuss two applications of stochastic  control of input delay. In particular, the two application problems  are the stochastic control of forward and backward stochastic        difference equations (FBSDEs) and optimal control of stochastic     system with local and remote controllers which is strongly             connected with networked control systems. The solvability is          motivated by our previous work [H. Zhang, et al. TAC，2015]. The  key technique is to solve the FBSDEs.

来源链接：http://math.scu.edu.cn/info/1062/4285.htm