Title: A Concise Introduction to Control Theory for Stochastic Partial Differential Equation
Speaker: Qi Lv (吕琦) （四川大学）
Abstract: In these series of talks, I give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. We mainly focus on one dimensional stochastic parabolic equations and stochastic hyperbolic equations, which avoid many technical difficulties. In particular, we shall see that both the formulation of corresponding stochastic control problems and the tools to solve them may differ considerably from their deterministic/finite dimensional counterparts. More importantly, one has to develop new tools, say, the stochastic transposition method introduced in our previous works, to solve some problems in this field.
Time：2025.07.21（Monday），8:40-10:40
Venue：Gewu Building 315
About the Speaker：
吕琦，四川大学数学学院教授。主要研究偏微分方程和随机微分方程的控制理论，在 CPAM, JEMS, JMPA, SICON 等发表论文多篇，担任 SICON 等刊物编委。在Springer出版专著三部。
