报告人:周建军(西北农林科技大学)
报告时间:2026年5月18日(星期一)20:00-21:30
报告地点:科技楼南楼711室
报告摘要:In this talk, we introduce a notion of viscosity solutions for fully nonlinear second order path-dependent partial differential equation. We prove the comparison principle for the viscosity solutions. Applications to path-dependent stochastic optimal controls and stochastic differential games are given.
报告人简介:周建军,西北农林科技大学教授,硕士生导师,主要研究路径依赖偏微分方程(PPDEs)的粘性解、mean-field controls和mean-field games 等问题。近年来,在《Annals of Applied Probability》、《Automatica》、《Journal of Differential Equations》等期刊上发表SCI论文多篇。
邀请人:吴付科