报告题目：Maximum Principle for Partially Observed Control of $\alpha$-Stable Systems with Jump Observations

报 告 人：张静 教授（复旦大学）

报告时间：2026年7月20日（星期一）11:00—12:00

报告地点：数学科学学院114      

校内联系人：李娜 教授         联系方式：84708354

报告摘要：In this work, we establish a stochastic maximum principle for partially observed optimal control problem, in which the state dynamic is driven by an $\alpha-$stable process ($1<\alpha<2$) and the observation process contains both Brownian and jump noises. By employing the separation principle, the original control problem is transformed into an infinite-dimensional setting, where the unnormalized conditional density of the state satisfies a fractional Zakai equation involving a fractional Laplacian and Poisson jumps. Under suitable assumptions, the well-posedness of the weak solution to the associated fractional forward-backward stochastic partial differential equation (FBSPDE) is proved within a Gelfand triple framework.

报告人简介：张静，复旦大学数学科学学院教授、博士生导师，主要研究方向为随机偏微分方程，倒向随机微分方程，随机最优控制和金融数学等。论文发表在AP,AAP,SPA,JDE等期刊上。