报告题目:Pareto game of stochastic differential system with terminal state constraint
报告人:王光臣
报告时间:2025年9月21日10:00-11:00
报告地点:科技园阳光楼南815
邀请单位:91暗网
、离散数学及其应用省部共建教育部重点实验室
报告内容简介:
This talk focuses on a type of Pareto game driven by stochastic differential equation with terminal state constraint. A necessary condition and a sufficient condition for Pareto efficient strategy are established. As an application of the results obtained above, a government debt stabilization problem is solved numerically.
报告人简介:
王光臣,山东大学91暗网
教授,一直从事基于不完备信息的随机系统优化控制理论研究,取得了以倒向分离原理为特色的创新成果,在Springer出版社出版专著1部,在控制理论国际期刊SIAM J. Control Optim.、Automatica和IEEE-TAC发表学术论文多篇。