学术报告(邵井海 2026.11.14)
On viscosity solutions to HJB equations on Wasserstein space
发布人:姚璐
发布日期:2026-11-09
主题
On viscosity solutions to HJB equations on Wasserstein space
活动时间
-
活动地址
新数学楼415
主讲人
邵井海 教授 (天津大学)
主持人
黄永辉 教授
摘要:Associated with the optimal control problem for distribution-dependent stochastic differential equations, we study the existence and uniqueness of viscosity solutions to Hamilton-Jacobi-Bellman equations on the Wasserstein space. We will introduce the results obtained when the Wasserstein space is endowed with Mortensen's derivative and the intrinsic derivative, respectively.

