报告题目：     Controlled random path-dependent ODEs and stochastic path-dependent Hamilton–Jacobi equations
报 告 人：     仇金鸟
报告人所在单位：     University of Calgary (Canada)
报告日期：     2022-12-09
报告时间：     10:00-11:00
报告地点：     腾讯会议：164-323-804 会议密码：200433
      
报告摘要：    

We shall talk about the stochastic optimal control problem of ordinary differential equations (ODEs) allowing for both path-dependence and measurable randomness. As opposed to the deterministic path-dependent cases, the value function turns out to be a random field on the path space and it is characterized by a stochastic path-dependent Hamilton–Jacobi (SPHJ) equation. A notion of viscosity solution is proposed with the value function being the unique viscosity solution to the associated SPHJ equation.
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FROM 182.51.86.*