讲座题目：Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions
讲座专家：吕琦 教授（四川大学）
讲座时间：2024年12月25日（周三）16：30—17：30
讲座地点：2B-408
专家简介：吕琦，四川大学教授，国家杰出青年基金获得者，国际数学家大会（ICM）45分钟报告人。主要研究随机无限维系统控制理论，相关成果发表在Communications on Pure and Applied Mathematics、Journal of the European Mathematical Society、SIAM Journal on Control and Optimization等国际顶尖数学期刊，在Springer出版专著三部；获教育部青年科学奖、霍英东教育基金会高等院校“青年科学奖”。
讲座摘要：It is a longstanding unsolved problem to characterize the optimal feedbacks for general SLQs (i.e., stochastic linear quadratic control problems) with random coefficients in infinite dimensions; while the same problem but in finite dimensions was just addressed very recently. In this talk, we present some recent progresses on this problem. More precisely, under these assumptions, we establish the equivalence between the existence of optimal feedback operator for infinite dimensional SLQs and the solvability of the corresponding operator-valued, backward stochastic Riccati equations.