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Lecture on "Closed-Loop Strategies in Stochastic Linear-Quadratic Problems"
Speaker:Sun Jing-Rui, Doctor of Philosophy, The National University of Singapore, SingaporeDate:June 14, 2017Time:2:30 pm-3:30 pmLocation:Room 1238, Block B, Zhixin Building, Central CampusSponsor:the School of MathematicsAbstract:In stochastic differential games, open-loop controls depend on the initial state as well as all the information, including those of the opponent, over the...
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