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bat365在线平台、所2019年系列学术报告(第24场):史敬涛 教授 山东大学

发表于: 2019-03-16   点击: 

报告题目:Stochastic Linear-quadratic Stackelberg Differential Game with Overlapping Information

: 史敬涛 教授 山东大学

报告时间:2019316日下午320-400

报告地点:数学楼第二报告厅

摘要:This paper is concerned with the stochastic linear-quadratic Stackelberg differential game with overlapping information. Here the term ``overlapping" means that the follower's and the leader's information have some joint part, while they have no inclusion relation. Optimal controls of the follower and the leader's are proved by the stochastic maximum principle, the direct calculation of the derivative of the cost functional and stochastic filtering. A new system of Riccati equations is introduced to represent the state feedback of the Stackelberg equilibrium.

报告人简介:史敬涛,山东大学bat365在线平台教授、博士生导师。主要从事随机控制、微分对策、时滞随机系统与金融数学等方面的研究。曾赴美国、英国、瑞典、日本、澳大利亚、新加坡、香港、澳门等国家和地区访问交流。在IEEE Transactions on Automatic ControlAutomaticaSIAM Journal on Control and Optimization等国际重要学术期刊和IEEE International Conference on Control and AutomationIFAC Symposium on Nonlinear Control SystemChinese Control Conference等国际重要学术会议发表论文50余篇,曾获中国科协期刊优秀学术论文奖、张嗣瀛优秀青年论文奖、山东省高等学校科学技术奖等奖项,主持和参与多项国家自然科学基金项目。现为中国自动化学会控制论专业委员会随机系统控制学组委员。