[Turkmath:6316] MATH Department Seminars

[FARUK TEMUR]

Dear All, 

The next week Dr. Şahlar Meherrem of Yaşar University will give us a seminar. 

Date and time: Friday, 22/12/2023 at 14:00 
Venue: Math Department Seminar Room 

Title: Stochastic Mean-Field Optimal Control Problem 





Abstract: In this presentation, we establish general necessary optimality conditions for stochastic continuous-singular control of Mean-field system( McKean-Vlasov type equations). The coefficients of the state equation depend on the state of the solution process as well as of its probability law and the control variable. The coefficients of the system are nonlinear and depend explicitly on the absolutely continuous component of the control. The control domain under consideration is not assumed to be convex. The proof of our main result is based on the first- and second-order derivatives, with respect to measure in Wasserstein space of probability measures, and by using variational method. 


Best regards, 
Dr. Faruk Temur 
Department of Mathematics 
Izmir Institute of Technology 













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