Shenzhen University School of Mathematical Sciences  

Liyuan Scholars Colloquium Session 169

Title:  The Maximum Principle and Dynamic Programming in Optimal Control Problems

Speaker: Professor Tianyang Nie (Shandong University)

Time: 16:00–17:00, May 15, 2026

Location: Room 3, Huixing Building, Yuehai Campus, Shenzhen University

Abstract:  First, we will briefly introduce the origins, concepts, and research methods of modern control theory. Second, we will focus on the maximum principle and the dynamic programming principle in optimal control problems, as well as the relationship between them, and present relevant results for deterministic optimal control problems, stochastic optimal control problems, and optimal control problems for stochastic recursive systems. Finally, we will introduce the mean-field optimal control problem and establish a connection between the adjoint equation corresponding to the maximum principle for this problem and the Hamilton-Jacobi-Bellman equation corresponding to the dynamic programming principle.

Speaker Profile: Tianyang Nie is a professor, doctoral advisor, and associate dean at the School of Mathematics, Shandong University. His research focuses on backward stochastic differential equations, stochastic control, and financial mathematics. His research findings have been published in prestigious journals such as Mathematical Finance, Financial Stochastics, SIAM Journal on Control and Optimization, and Mathematical Operations Research. He has led projects including a sub-project under the National Key Research and Development Program, the National Natural Science Foundation of China’s Excellent Young Scientists Fund, and the Shandong Province Outstanding Young Scientists Fund. He has independently received the Shandong Provincial Natural Science Award and the Shandong Provincial Youth Science and Technology Award, and was selected for the Ministry of Education’s 2024 High-Level Talent Program. He serves as Chair of the Intelligent Control and Game Theory Professional Committee (in preparation) of the Chinese Society for Industrial and Applied Mathematics, Director of the Shandong Provincial Key Laboratory of Control Theory for Stochastic Systems and Scientific Computing (in preparation), and Deputy Secretary-General of the Shandong Mathematical Society.

All faculty and students are welcome!  

School of Mathematical Sciences  

May 11, 2026