BEGIN:VCALENDAR
VERSION:2.0
PRODID:icalendar-ruby
CALSCALE:GREGORIAN
METHOD:PUBLISH
BEGIN:VTIMEZONE
TZID:Europe/Vienna
BEGIN:DAYLIGHT
DTSTART:20240331T030000
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
RRULE:FREQ=YEARLY;BYDAY=-1SU;BYMONTH=3
TZNAME:CEST
END:DAYLIGHT
BEGIN:STANDARD
DTSTART:20241027T020000
TZOFFSETFROM:+0200
TZOFFSETTO:+0100
RRULE:FREQ=YEARLY;BYDAY=-1SU;BYMONTH=10
TZNAME:CET
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTAMP:20260424T143130Z
UID:1713793500@ist.ac.at
DTSTART:20240422T154500
DTEND:20240422T164500
DESCRIPTION:Speaker: Xin Zhang\nhosted by M. Beiglböck\, N. Berestycki\, L
 . Erdös\, J. Maas\, F. Toninelli\, E. Schertzer\nAbstract: The theory of 
 stochastic control offers a framework for understanding\, analyzing\, and 
 designing random systems with the goal of achieving desired outcomes. It f
 inds wide-ranging applications in finance\, engineering\, and data science
 . Stochastic control problems are known to be related to nonlinear parabol
 ic partial differential equations (PDEs)\, which are powerful tools in pro
 blem solving. In this talk\, we will review the viscosity theory of finit
 e dimensional nonlinear parabolic PDEs and discuss their applications in a
 dversarial prediction problems. Subsequently\, we will introduce the mean 
 field control problem\, which models the decision-making in large populati
 ons of interacting agents. This corresponds to a class of nonlinear parabo
 lic PDEs on Wasserstein space. As a main result\, we will present a compar
 ison principle for such equations and characterize the value function of a
  filtering problem as the unique viscosity solution. Based  on the joint 
 work with Erhan Bayraktar and Ibrahim Ekren.  
LOCATION:Mondi 2 (I01.01.008)\, Central Building\, ISTA
ORGANIZER:birgit.oosthuizen-noczil@ist.ac.at 
SUMMARY:Xin Zhang: PDE in Control — Applications in Finance and Learning
URL:https://talks-calendar.ista.ac.at/events/4932
END:VEVENT
END:VCALENDAR