Stochastic Control, Filtering and Related Fields
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Organizer(s): |
Name:
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Affiliation:
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Country:
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Jingtao Shi
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Shandong University
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Peoples Rep of China
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Jie Xiong
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Southern University of Science and Technology
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Peoples Rep of China
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Introduction:
| | In various stochastic dynamic systems in the nature and real society, many optimization problems can be encountered, which have been widely researched by the theory of stochastic control and differential games. However, in reality, information obtained by controllers/players is asymmetric, especially in partial observation problems. Stochastic filtering is an important probabilistic tool to solve this kind of problems and have achieved rapid development in recent years. The purposes of this special session are to present the newest developments and to discuss the future directions in stochastic control, filtering and related fields. The main topics are focused on, but are not limited to: (1) stochastic optimal control with partial information and applications, (2) mean-field type control and mean-field game with applications, (3) stochastic filtering, particle filtering and related fields, (5) Stackelberg/leader-follower stochastic differential games with partial/asymmetric information, and so on.
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