MP and DPP for Stochastic Optimal Control Problem and Their Relationship
数学学科创建110周年系列报告
报告题目(Title)：
MP and DPP for Stochastic Optimal Control Problem and Their Relationship

报告人(Speaker)：
聂天洋（山东大学）

地点(Place)：
教八109；腾讯会议：934106465 (PW: 111222)

时间(Time)：
2025年10月28日（周二）13:30-14:30

邀请人(Inviter)：
何辉
报告摘要
In this talk, we first recall some results about the connection between maximum principle and dynamic programming principle for stochastic optimal control problem. Then we study the connection between MP and DPP for optimal control problems driven by McKean-Vlasov type stochastic differential equations. We can establish the relationship between the derivatives of the value function and the first order and second order adjoint equations.
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FROM 202.120.11.*