Shenzhen University School of Mathematical Sciences

Liyuan Scholars Colloquium No. 128

Lecture Title: An optimal control problem for mean-field type stochastic system with partially observable information

Speaker: Wang Guangchen (Professor, Shandong University)

Date & Time: 4:00–5:00 PM, May 16, 2025  

Venue: Classroom 3, Huixing Building, Yuehai Campus, Shenzhen University  

Abstract: This talk is concerned with an optimal control problem driven by mean-field type stochastic system, where the information available to controller is provided by noisy observation. Necessary condition as well as sufficient condition for optimality is derived. An example arising from insurance is used to illustrate the theoretical results.

Biography: Wang Guangchen is a professor at Shandong University. His research focuses on optimal control theory for stochastic systems with incomplete information, with innovative achievements featuring the backward separation principle. He has published one monograph with Springer and multiple academic papers in international control theory journals such as SIAM J. Control Optim, Automatica and IEEE-TAC. Currently, he leads a key project of the National Key R&D Program and has received the Chen Hanfu Award and provincial-level scientific and technological awards.  

All faculty and students are welcome to attend!

School of Mathematical Sciences

May 12, 2025