“Optimal (Delayed) Control of Stochastic Systems with Memory “
We will discuss recent results on optimal stopping problems in which the state processes are governed by stochastic functional differential equations as well as stochastic differential equations with random coefficients. In particular, the existence and uniqueness for the viscosity solution of the Hamilton-Jacobi Bellman variational inequality (HJBVI) in a Banach space and the adapted solution for the backward stochastic partial differential variational inequality (BSPDVI) will be examined. In addition, some challenging open
Dr. Mou-Hsiung (Harry) Chang
Program Manager, U.S. Army Research Office on December 7, 2017 at 12:00 PM in Engineering Building II, Room 1230
Dr. Chang received his B.S. in Applied Mathematics from National Chung-Hsing University (Taiwan) and his M.S. and Ph.D. in Mathematics from the University of Rhode Island. Prior to joining ARO, Dr. Chang served as a tenured Professor of Mathematical Sciences at the University of Alabama in Huntsville (UAH) for twenty-eight years, where he served as Department Chair for eight years and Graduate Program Director for five years. He co-founded the joint Applied Mathematics Ph.D. Program for the University of Alabama System, and served as Visiting Scientist at the Laboratory for Information and Decision Systems of Massachusetts Institute of Technology. Dr. Chang has published extensively in both stochastic analysis and control and in quantum stochastics and control, with more than 60 referred journal articles, 31 conference papers and nonrefereed technical reports, and more than 80 invited technical presentations at professional conferences and universities. Dr. Chang is the author of a widely referenced research monograph “Stochastic Control of Hereditary Systems and Applications”, Volume 59 of the Stochastic Modeling and Applied Probability Series, Springer-New York, 2008, and has authored a 500-page research monograph “Theory of Quantum Markov Processes” (to be published by the American Mathematical Society). Dr. Chang referees for numerous mathematics and applied mathematics journals and is currently Associate Editor for three prestigious journals in stochastic analysis. Since joining ARO in 2002, Dr. Chang has managed the ARO Probability and Statistics Program with an $8M extramural basic research portfolio.
The Department of Electrical and Computer Engineering hosts a regularly scheduled seminar series with preeminent and leading reseachers in the US and the world, to help promote North Carolina as a center of innovation and knowledge and to ensure safeguarding its place of leading research.