报  告  人： 刘国民，南开大学数学科学学院副教授

报告时间： 2026年6月9 日18:30-19:30

报告地点：#腾讯会议：362-683-9628

报告摘要：

In this paper, we study the Pontryagin’s maximum principle for the stochastic recursive optimal control problem of a class of path-dependent stochastic evolution equations in Hilbert spaces. The controlled dynamics admits a general path dependence in the state, the control enters through integral terms with respect to general measures, and the terminal cost may also depend on the delayed state. Our approach is based on the introduction of a functional adjoint operator associated with the non-anticipative path derivative and on the well-posedness analysis of a class of path-dependent anticipated backward stochastic evolution equations arising as the adjoint equations.

报告人简介：

刘国民，南开大学数学科学学院副教授。2019年博士毕业于山东大学金融研究院，师从彭实戈院士。2019年至2021年于复旦大学数学科学学院从事博士后研究。主要研究领域为倒向随机微分方程、非线性数学期望和随机最优控制。在概率论和随机控制方向的SIAM Journal on Control and Optimization 、Stochastic Processes and their Application、Journal of Theoretical Probability等期刊上发表学术论文多篇。曾获得山东省优秀博士学位论文奖励、上海市“超级博士后”激励计划资助。主持国家自然科学基金两项。