主講人：張奇 復旦大學教授

時間：2025年9月4日9：30 

地點：三號樓332室

舉辦單位：數理學院

主講人介紹：張奇，理學博士，復旦大學數學科學學院教授，博士生導師，金融數學與控制科學系主任。2007年畢業于山東大學數學學院（與英國拉夫堡大學聯合培養），2008年在拉夫堡大學從事博士后研究工作，同年入職復旦大學數學科學學院。主要研究領域為倒向隨機微分方程、隨機偏微分方程、隨機控制理論。

內容介紹：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.