Liangying CHEN
Doctoral Student, Applied Mathematics
liangying.chen[@]sorbonne-universite.fr | Office: 15-16-301
LJLL, UPMC, 4 place Jussieu, 75005, Paris, France
I am a doctoral student at the Laboratoire Jacques-Louis Lions (Sorbonne Université) in Paris, France. I am a student of Professor Emmanuel Trélat.
I'm interested in optimal control theory for stochastic systems in infinite dimension. My work involves both necessary and sufficient conditions of optimal control problems, in particular, Pontryagin Maximum Principle, Dynamic Programming and conjugate point theory. Regularity of some certain SPDEs is also my work interest
Preprints and publications
L. Chen, Q. Lü, Relationship between Maximum Principle and Dynamic Programming for Infinite Dimensional Stochastic Control Systems. http://doi.org/10.1016/j.jde.2023.02.014. (2023)
L. Chen, Q. Lü, Stochastic Verification Theorem for Semilinear Infinite Dimensional Stochastic Control Systems. https://doi.org/10.48550/arXiv.2209.09576 (preprint, 2023)
CV
Full CV.
Upcoming Talks and Conferences
