报告题目：     Viscosity Solutions to Second Order Path-Dependent Hamilton-Jacobi-Bellman Equations
报 告 人：     周建军 副教授
报告人所在单位：     西北农林科技大学
报告日期：     2022-09-30
报告时间：     10：00-11：00
报告地点：     光华东主楼1601
      
报告摘要：    

In this talk, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent stochastic differential equations. We identify the value functional of optimal control problems as unique viscosity solution to the associated PHJB equations.

学术海报.pdf
      
本年度学院报告总序号：     548
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