Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations in Infinite Horizon (Semidifinite Programming)
Topic: Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations in Infinite Horizon (Semidifinite Programming)
Type: 学术报告
Organizer: 山东大学中泰证券金融研究院
Speaker: 李迅副教授(香港理工大学)
Date: 2017年9月7日下午14:30-15:30
Address: 知新楼B1238室
Content: 报告题目:Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations in Infinite Horizon (Semidifinite Programming)