学术信息

变分不等式,金融工程与障碍的最优控制

Variational Inequality, Financial Engineering and Optimal Control of Obstacle

报告人简介:陈启宏教授,上海财经大学数学学院教授、博士生导师,全国百篇优秀博士论文入选学者。

报告摘要:In recent years, variational inequalities and free boundary problems have been extensively used in many parts of Engineering, Mechanics, Chemistry, and Bioscience etc. even Economics and Finance.This talk is concerned with various optimal control problems (especially, the obstacle control problem) for systems governed by a variational inequality.

报告主持:闫理坦 教授 

闫理坦

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