理学院:学术报告:Stochastic optimal control problems of continuous-time Markov processes on a general state space

来源:理学院发布时间:2015-06-17

报告题目Stochastic optimal control problems of continuous-time Markov processes on a general state space

报告人:南京师范大学朱全新教授、博士生导师

报告时间:618日(星期四)下午430

报告地点:江宁校区励学楼A213

报告摘要During the past ten years, stochastic optimal control problems of continuous time Markov processes have been widely studied in the world, and many good results have been reported. But compared to those results on discrete-time cases, the results obtained on continuous-time are not rich and most of them only consider the case of a finite or denumerable state space. It is difficult to study continuous-time case when a state space is not denumerable. However, the state space corresponding to many practical situations such as e.g. inventory and water-regulation problems, is not denumerable. Therefore, it is important and challenging to study optimality problems of continuous-time Markov processes with a general state space. In this talk, I shall present some recent results and optimal control problems of continuous-time

Markov processes on a general state space.

 

报告人简介: 朱全新,男, 1975 11 月生, 博士, 教授, 博士生导师, 南京师范大学百名青年领军人才”, 南京师范大学青蓝工程学科带头人,统计学一级学科博士点负责人, 金融数学本科专业负责人,统计与金融数学研究室主任。主要从事马氏过程、随机系统稳定与控制的理论及应用研究工作。并取得了系列重要进展, 解决了SIAM J. Control Optim.Discrete Dyn. Nat. Soc.等国际著名刊物上提出的多个公开问题。在IEEE Trans. Syst.Man Cybern. B Cybern. IEEE Trans. Neural Networks IEEE Trans. Neural Networks Learning Syst.Automatica Nonlinear Anal.: RWAFuzzy Set. Syst.J. Math. Anal. Appl.Nonlinear Dynam.J. Appl. Probab.J. Optimi. Theor. Appl.J. Math. Phys.等国际刊物发表SCI论文60多篇,,论文被SCI他引600多次,发表在《Nonlinear Anal.: RWA》的SCI文章被评为2012年度Science Direct数据库中最热门的25篇文章之一。荣获爱思唯尔2014年中国高被引学者榜单(数学领域, 第一完成人)、2011年度中国百篇最具国际影响学术论文(第一完成人)、2012 浙江省政府科学技术奖三等奖(第一完成人)、 2012 宁波市政府科技进步奖二等奖(第一完成人)、2011浙江省高等学校科研成果奖二等奖(第一完成人)、 2012年中国运筹学会不确定系统分会运筹学新人奖2008年第三届中国运筹学会青年科技奖二等奖、2014年第四届江苏省数学成就奖等多项科研成果奖励。