Control and Optimization Seminar: Optimal Control of Stochastic Partial Differential Equations with Partial Observations: Stochastic Maximum Principles and Numerical Approximation - Hongjiang Qian (Auburn University)
Wednesday, November 12, 2025 11:00 AM – 12:00 PM
- DescriptionAbstract: In this talk, we introduce a general stochastic maximum principle for systems of partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a cylindrical Wiener process and finitely many Brownian motions, while observations are in a Euclidean space having correlated noise. For the convex control domain and diffusion coefficients in the state being control-independent, numerical algorithms are developed to solve the partially observed optimal control problems using a stochastic gradient descent algorithm combined with finite element approximations and the branching filtering algorithm. Numerical experiments are conducted for demonstration. Speaker's short bio: Hongjiang is currently a postdoc in the Department of Mathematics at Auburn University. He completed his Ph.D. in mathematics at the University of Connecticut under the supervision of Prof. George Yin, and received B.S. in Mathematics and Applied Mathematics from Huazhong University of Science and Technology in 2018. Please visit his website https://hongjiang-qian.github.io/ (https://hongjiang-qian.github.io/) for more information.
- Websitehttps://events.uconn.edu/mathematics-department/event/1553473-control-and-optimization-seminar-optimal-control


