Le mercredi à 17h en salle de séminaire

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Exposés à venir :

13 octobre 2022
Liangying Chen (LJLL)
A valider

Relationships Between the Maximum Principle and Dynamic Programming for Infinite Dimensional Stochastic Control Systems
The Pontryagin type maximum principle and Bellman's dynamic
programming principle serve as two of the most important tools in
solving optimal control problems. There is a huge literature on the
study of relationship between them. In this talk, I will
present the latest progress about the relationship between the Pontryagin type
maximum principle and the dynamic programming principle for control
systems governed by stochastic evolution equations in infinite
dimensional space, with the control variables entering into both the
drift and the diffusion terms. To do so, we first prove the dynamic
programming principle for those systems without employing the
martingale solutions. Then we establish the desired relationships in
both cases that value function associated is smooth or nonsmooth.
For the nonsmooth case, in particular, by employing the relaxed
transposition solution, we discover the connection between the
superdifferentials and subdifferentials of value function and the
first-order and second-order adjoint equations. As an application,
we provide a stochastic verification theorem for optimal control
problems of stochastic evolution equations.
18 octobre 2022
Ariane Cwiling (Université Paris Cité / CNRS)
A valider

Machine Learning for survival data prediction: Application of the super learner on pseudo-observations

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Le séminaire a lieu sur le site de Jussieu:

4 Place Jussieu 75005 Paris
Salle des séminaires au 3ème étage, couloir 15-16
Accès : Metro ligne 7 et ligne 10, Bus ligne 67 ligne 89 station Jussieu.

Pour tout renseignement sur le GTT, contacter: Charles Elbar (charles.elbar[at]sorbonne-universite.fr), Guillaume Garnier (guillaume.garnier[at]sorbonne-universite.fr) et Lucas Perrin (lucas.perrin[at]inria.fr)