Math Colloquium: Long-Time Behaviors of Stochastic Linear-Quadratic Optimal Control Problems
UWM EMS Building, Room E495 3200 N. Cramer Avenue, MilwaukeePresented by Prof. Qingshuo Song, associate professor at Worcester Polytechnic Institute. In this talk, we will discuss the asymptotic behavior of the solution to a linear-quadratic stochastic optimal control problems. By establishing a connection between the ergodic cost problem and …