Recent Development of Stochastic Optimal Control and Differential Games
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Organizer(s): |
Name:
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Affiliation:
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Country:
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Jingrui Sun
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Southern University of Science and Technology
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Peoples Rep of China
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Hongwei Mei
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Texas Tech University
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USA
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Jiongmin Yong
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University of Central Florida
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USA
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Introduction:
| | As two important directions in the area of stochastic optimization, stochastic optimal control theory and stochastic differential games have been developing very fast in the recent years. They have been widely applied to solving many optimization problems raised in engineering, economy, biology, especially the recent very popular areas such as automotive driving, reinforcement (machine/deep) learning, AI technology, and so on.
The purposes of this special session are to present the recent developments and to discuss the future directions in stochastic optimal control and differential games. The main topics are focused on, but are not limited to, (1) linear-quadratic optimal control and differential game theory, (2) mean-field control and game theory, (3) stochastic optimization with partial information and filtering, (4) optimal control of hybrid problems, (5) relevant numerical methods, and (6) other topics for stochastic systems such as stability and so on.
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