Thematic Programs

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]

Closed

Contact

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