数学与统计学院学术报告[2023] 017号

(高水平大学建设系列报告788号)

报告题目: Stochastic linear quadratic optimal control problems with linear equality terminal state constraints

报告人：张海森（四川师范大学）

报告时间：2023.4.18上午 10: 00- 11: 00

直播平台及链接： 腾讯会议170-826-830　

报告内容：The stochastic linear quadratic (LQ) optimal control problems with linear equality constraints on the terminal states are studied. Under the solvability condition on a stochastic Riccati equation and the surjectivity condition on the linear constraint mappings, the constrained stochastic LQ problems are solved by the Lagrangian duality approaches. Some equivalent characterizations of the surjectivity condition are discussed by the controllability theory of linear control systems. Especially, the equivalence between the surjectivity condition and some Kalman-type rank conditions is proved under proper conditions.

报告人简历：张海森，四川师范大学教授，博士生导师，四川省省级人才。主要研究领域为随机优化与控制，在 SIAM Review, Trans. Amer. Math. Soc.，SIAM J. Control Optim.，J. Differential Equations等期刊发表论文十余篇。曾获SIAM“SIGEST”论文奖和霍英东青年教师奖。主持和参与国自然科学基金项目5项。

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                                               　数学与统计学院

                                                2023年4月12日