## Optimal Control and PDE

### Information

#### Date

July 17, 2017 – July 21, 2017

#### Venue

Kawai Hall, Aobayama Campus, Tohoku University［Access］

［Campus Map］The building is shown as "H33" in the map.

#### Special lecturers

Andrzej Święch (Georgia Institute of Technology)

Wilfrid Gangbo (UCLA)

Goran Peskir (University of Manchester)

#### Lecturers

Yasuhiro Fujita (University of Toyama)

Giulio Galise (Sapienza University of Rome)

Nao Hamamuki (Hokkaido University)

Naoyuki Ichihara (Aoyama Gakuin University)

Hidehiro Kaise (Osaka University)

Momoji Kubo (Tohoku University)

Qing Liu (Fukuoka University)

Alpár Richárd Mészáros (UCLA)

Hiroyoshi Mitake (Hiroshima University)

Chenchen Mou (UCLA)

Tokinaga Namba (University of Tokyo)

Keisuke Takasao (University of Tokyo)

#### Time Schedule [Nov. 13, 2017 Updated]

- Monday, July 17, 2017
- 13:30 – 14:30
- Wilfrid Gangbo (UCLA)
- On a Mean Field Game equation I

- 14:50 – 15:50
- Andrzej Święch (Georgia Institute of Technology)
- HJB equations, dynamic programming principle and stochastic optimal control I

- 16:10 – 17:10
- Goran Peskir (University of Manchester)
- Nonlinear problems of optimal mean-variance trading strategies I

- 18:00 – 20:00
- Banquet

- Tuesday, July 18, 2017
- 10:00 – 11:00
- Wilfrid Gangbo (UCLA)
- On a Mean Field Game equation II

- 11:20 – 12:20
- Andrzej Święch (Georgia Institute of Technology)
- HJB equations, dynamic programming principle and stochastic optimal control II

- 14:00 – 15:00
- Goran Peskir (University of Manchester)
- Nonlinear problems of optimal mean-variance trading strategies II

- 15:20 – 15:50
- Alpár Richárd Mészáros (UCLA)
- Density constraints and regularity issues in first order Mean Field Games.

- 16:00 – 16:30
- Chenchen Mou (UCLA)
- Perron's method for nonlocal fully nonlinear equations

- 16:40 – 17:10
- Hidehiro Kaise（Osaka University）
- Convergence of discrete-time games to path-dependent Isaacs PDEs with quadratically growing Hamiltonians

- Wednesday, July 19, 2017
- 10:00 – 11:00
- Wilfrid Gangbo (UCLA)
- On a Mean Field Game equation III

- 11:20 – 12:20
- Andrzej Święch (Georgia Institute of Technology)
- HJB equations, dynamic programming principle and stochastic optimal control III

- 14:00 – 15:00
- Goran Peskir (University of Manchester)
- Nonlinear problems of optimal mean-variance trading strategies III

- 15:20 – 15:50
- Naoyuki Ichihara (Aoyama Gakuin University)
- Qualitative properties of generalized principal eigenvalues for viscous Hamilton-Jacobi equations

- 16:00 – 16:30
- Tokinaga Namba (University of Tokyo)
- Well-posedness of fully nonlinear PDEs with Caputo's time-fractional derivative

- 16:40 – 17:10
- Giulio Galise (Sapienza University of Rome)
- Liouville theorems for a family of very degenerate elliptic non linear Operators

- Thursday, July 20, 2017
- 10:00 – 11:00
- Wilfrid Gangbo (UCLA)
- On a Mean Field Game equation IV

- 11:20 – 12:20
- Andrzej Święch (Georgia Institute of Technology)
- HJB equations, dynamic programming principle and stochastic optimal control IV

- 14:00 – 15:00
- Goran Peskir (University of Manchester)
- Nonlinear problems of optimal mean-variance trading strategies IV

- 15:20 – 15:50
- Yasuhiro Fujita (University of Toyama)
- On a geometrical property of Hamilton-Jacobi flow starting from some pathological function

- 16:00 – 16:30
- Hiroyoshi Mitake (Hiroshima University)
- Derivation of multi-layered interface system and its application

- 16:40 – 17:10
- Nao Hamamuki (Hokkaido University)
- On surface evolutions under some dynamic boundary conditions

- Friday, July 21, 2017
- 10:00 – 11:00
- Wilfrid Gangbo (UCLA)
- On a Mean Field Game equation V

- 11:20 – 12:20
- Andrzej Święch (Georgia Institute of Technology)
- HJB equations, dynamic programming principle and stochastic optimal control V

- 14:00 – 14:50
- Momoji Kubo (Tohoku University)
- Molecular Dynamics Simulation on Crystal Growth Processes

- 15:10 – 15:40
- Qing Liu (Fukuoka University)
- On small and large exponent limits of power mean curvature flow equation

- 15:50 – 16:20
- Keisuke Takasao (University of Tokyo)
- Phase field method for mean curvature flow with a non-local term

- Download Program [PDF]

### Event Registration [Jul. 13, 2017 Updated]

#### Contact

Shigeaki Koike

Email: koike*math.tohoku.ac.jp (change * to @)