數學學科2021系列學術報告之十八

　　題  目：An optimal control problem of stochastic partial differential equations

　　報告人：南開大學  劉國民博士

　　時  間：2021年7月19日9：30-10：30

　　地  點：1-301

　　Abstract: This talk is concerned with the optimal control problem of stochastic partial differential equations with a kind of stochastic differential utility. A maximum principle on the necessary conditions of  the optimal controls is given. The associated second-order adjoint process is characterized as a conditionally expected operator-valued backward stochastic integral equation under general assumptions.