主講人：張奇 復(fù)旦大學(xué)教授

時(shí)間：2025年9月4日9：30 

地點(diǎn)：三號(hào)樓332室

舉辦單位：數(shù)理學(xué)院

主講人介紹：張奇，理學(xué)博士，復(fù)旦大學(xué)數(shù)學(xué)科學(xué)學(xué)院教授，博士生導(dǎo)師，金融數(shù)學(xué)與控制科學(xué)系主任。2007年畢業(yè)于山東大學(xué)數(shù)學(xué)學(xué)院（與英國(guó)拉夫堡大學(xué)聯(lián)合培養(yǎng)），2008年在拉夫堡大學(xué)從事博士后研究工作，同年入職復(fù)旦大學(xué)數(shù)學(xué)科學(xué)學(xué)院。主要研究領(lǐng)域?yàn)榈瓜螂S機(jī)微分方程、隨機(jī)偏微分方程、隨機(jī)控制理論。

內(nèi)容介紹：We concern with the ergodic linear-quadratic closed-loop optimal control problems, in which the state equation is the mean-field stochastic differential equation with periodic coefficients. We first study the asymptotic behavior of the solution to the state equation and get a family of periodic measures depending on time variables within a period from the convergence of transition probabilities. Then, with the help of periodic measures and periodic Riccati equations, we transform the ergodic cost functional on infinite horizon into an equivalent cost functional on a single periodic interval without limit, and present the closed-loop optimal controls for our concerned control system. Finally, an example is given to demonstrate the applications of our theoretical results. This is a joint work with Jiacheng Wu.