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Home » Postdoc Symposium (Part I): Observability Inequality of Backward Stochastic Heat Equations for Measurable Sets and Its Applications

Seminar

Postdoc Symposium (Part I): Observability Inequality of Backward Stochastic Heat Equations for Measurable Sets and Its Applications October 09, 2015 (11:30 AM PDT - 12:15 PM PDT)
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Location: MSRI: Simons Auditorium
Speaker(s) Jie Zhong (University of Rochester)
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We will provide a direct proof of the observability inequality of backward stochastic heat equations for measurable sets. As an immediate application, the null controllability of the forward heat equations is obtained. Moreover, an interesting relaxed optimal actuator location problem is formulated, and the existence of its solution is proved. Finally, the solution is characterized by a Nash equilibrium of the associated game problem.

 

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