主讲人：张奇 复旦大学教授
时间：2025年9月4日9：30
地点：三号楼332室
举办单位：数理学院
主讲人介绍：张奇，理学博士，复旦大学数学科学学院教授，博士生导师，金融数学与控制科学系主任。2007年毕业于山东大学数学学院（与英国拉夫堡大学联合培养），2008年在拉夫堡大学从事博士后研究工作，同年入职复旦大学数学科学学院。主要研究领域为倒向随机微分方程、随机偏微分方程、随机控制理论。
内容介绍：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.
