报告题目：Robust optimal control of Bi-objective LQ system with noisy observation

报告摘要：This talk is concerned with a kind of partially observable LQ control problem, where the coefficients of cost functional are uncertain representing different market conditions. By virtue of backward separation technique, stochastic maximum principle, as well as filtering method, a feedback form of candidate optimal control is designed. Moreover, through some delicate analysis, the existence of maximal reference probability is certified. Finally, a numerical simulation is presented to authenticate the theoretical results.

报告人简介：王光臣，山东大学控制科学与工程学院教授、博士生导师，国家杰出青年基金、国家优秀青年基金、首批长江学者奖励计划青年学者和山东省杰出青年基金获得者，教育部新世纪优秀人才。一直从事基于不完备信息的随机系统优化控制理论研究，取得了以倒向分离原理为特色的创新成果，在Springer出版社出版专著1部，在控制理论国际期刊SIAM J. Control Optim.、Automatica和IEEE TAC发表学术论文多篇，目前主持国家杰出青年基金项目、国家重点研发计划重点专项各1项，曾获陈翰馥奖1项，省部级科技奖3项。

报告时间：2024.3.9 14:00-15:00

报告地点：数学楼305