Backward stochastic differential equations with nonlinear Young driver

Speaker: Jian Song（Shandong University）

Time: Jan 28, 2024, 16:30-17:30

Location: M1001, College of Science Building，Tencent meeting ID:254186029

The Gaussian Mixture Optimal Transport Ensemble Kalman Filter and its application to predict the capacity fade of lithium-ion batteries

Speaker: Xue Luo（Beihang University）

Time: Jan 23, 2024, 16:00-17:00

Location: Room M4009, College of Science Building

分布参数系统最优控制的长时间行为

Speaker: Can Zhang（Wuhan University）

Time: Jan 4, 2024, 15:00-16:00

Location: Tencent meetig ID:592 860 941

Optimal stopping without time consistency

Speaker: Hanqing Jin（University of Oxford）

Time: Dec 14, 2023, 14:30-15:30

Location: Room M5024, College of Science Building

Metastability for expanding bubbles on a sticky substrate

Speaker: Shangjie Yang（Bar Ilan university）

Time: Nov 30, 2023, 14:00-15:00

Location: Room M5024, College of Science Building

Hitting probability of Gaussian random fields and collision of eigenvalues of random matrices

Speaker: Wangjun Yuan（University of Luxembourg）

Time: Nov 2, 2023, 16:00-17:00

Location: Room M5024, College of Science Building

Probabilistic Framework of Howard's Policy Iteration: BML Evaluation and Robust Convergence Analysis

Speaker: Yuanhua Ni（Nankai University）

Time: Jul 19, 2023, 16:00-17:00

Location: Tencent meeting ID: 174807010

An Extended Merton Problem with Tracking Monotone Benchmark Process

Speaker: Lijun Bao（Xidian University）

Time: Jul 13, 2023, 16:00-17:00

Location: Tencent meeting ID: 801648056

A global maximum principle for optimal control of stochastic evolution equations with recursive utilities

Speaker: Guomin Liu（Nankai University）

Time: Jun 20, 2023, 11:20-12:00

Location: M1001, College of Science Building

Stochastic maximum principle under nonlinear expectation

Speaker: Mingshang Hu（Shandong University）

Time: Jun 20, 2023, 10:40-11:20

Location: M1001, College of Science Building

Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Ga

Speaker: Jingtao Shi（ Shandong University）

Time: Jun 20, 2023, 10:00-10:40

Location: M1001, College of Science Building

Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method

Speaker: Na Li（Shandong University of Finance and Economics）

Time: Jun 15, 2023, 16:00-17:00

Location: M5024, College of Science Building

Intermittency for hyperbolic Anderson equations with time-independent Gaussian noise: Stratonovich regime

Speaker: Xia Chen (University of Tennessee)

Time: Mar 10, 2023, 09:00-10:00

Location: Zoom ID 924 4309 0072, Passcode 103136

Numerical analysis of stochastic Poisson systems

Speaker: David Cohen (Chalmers University of Technology)

Time: Dec 22, 2022, 16:00-17:00

Location: Zoom ID 940 1159 4898, Passcode 123456

Overcoming the curse of dimensionality: from nonlinear Monte Carlo to the training of neural networks

Speaker: Arnulf Jentzen (CUHK & University of Münster )

Time: Oct 14, 2022, 15:00-16:00

Location: Tencent Meeting ID 940-538-096