BEGIN:VCALENDAR VERSION:2.0 PRODID:-//Mathematical Sciences - ECPv6.15.18//NONSGML v1.0//EN CALSCALE:GREGORIAN METHOD:PUBLISH X-WR-CALNAME:Mathematical Sciences X-ORIGINAL-URL:/math X-WR-CALDESC:Events for Mathematical Sciences REFRESH-INTERVAL;VALUE=DURATION:PT1H X-Robots-Tag:noindex X-PUBLISHED-TTL:PT1H BEGIN:VTIMEZONE TZID:America/Chicago BEGIN:DAYLIGHT TZOFFSETFROM:-0600 TZOFFSETTO:-0500 TZNAME:CDT DTSTART:20230312T080000 END:DAYLIGHT BEGIN:STANDARD TZOFFSETFROM:-0500 TZOFFSETTO:-0600 TZNAME:CST DTSTART:20231105T070000 END:STANDARD BEGIN:DAYLIGHT TZOFFSETFROM:-0600 TZOFFSETTO:-0500 TZNAME:CDT DTSTART:20240310T080000 END:DAYLIGHT BEGIN:STANDARD TZOFFSETFROM:-0500 TZOFFSETTO:-0600 TZNAME:CST DTSTART:20241103T070000 END:STANDARD BEGIN:DAYLIGHT TZOFFSETFROM:-0600 TZOFFSETTO:-0500 TZNAME:CDT DTSTART:20250309T080000 END:DAYLIGHT BEGIN:STANDARD TZOFFSETFROM:-0500 TZOFFSETTO:-0600 TZNAME:CST DTSTART:20251102T070000 END:STANDARD END:VTIMEZONE BEGIN:VEVENT DTSTART;TZID=America/Chicago:20241018T140000 DTEND;TZID=America/Chicago:20241018T153000 DTSTAMP:20260419T221738 CREATED:20240826T192205Z LAST-MODIFIED:20241008T153529Z UID:10016169-1729260000-1729265400@uwm.edu SUMMARY:Colloquium: Prof. Qingshuo Song DESCRIPTION:Long-Time Behaviors of Stochastic Linear-Quadratic Optimal Control Problems\nProf. Qingshuo Song\nAssociate professor\nWorcester Polytechnic Institute \nIn this talk\, we will discuss the asymptotic behavior of the solution to a linear-quadratic stochastic optimal control problems. By establishing a connection between the ergodic cost problem and the so-called cell problem in the homogenization of Hamilton-Jacobi equations\, we reveal the turnpike properties of the linear-quadratic stochastic optimal control problems from various perspectives. URL:/math/event/colloquium-qingshuo-song/ LOCATION:WI CATEGORIES:Colloquia X-TRIBE-STATUS: END:VEVENT END:VCALENDAR