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Full Description
Xunjing Li (1935-2003) was a pioneer in control theory in China. He was known in the Chinese community of applied mathematics, and in the global community of optimal control theory of distributed parameter systems. He has made important contributions to the optimal control theory of distributed parameter systems, in particular regarding the first-order necessary conditions (Pontryagin-type maximum principle) for optimal control of nonlinear infinite-dimensional systems. He directed the Seminar of Control Theory at Fudan towards stochastic control theory in 1980s, and mathematical finance in 1990s, which has led to several important subsequent developments in both closely interactive fields. These remarkable efforts in scientific research and education, among others, gave birth to the so-called "Fudan School".This proceedings volume includes a collection of original research papers or reviews authored or co-authored by Xunjing Li's former students, postdoctoral fellows, and mentored scholars in the areas of control theory, dynamic systems, mathematical finance, and stochastic analysis, among others.
Contents
Stochastic Control, Mathematical Finance, and Backward Stochastic Differential Equations: Axiomatic Characteristics for Solutions of Reflected Backward Stochastic Differential Equations (X Bao & S Tang); A Linear Quadratic Optimal Control Problem for Stochastic Volterra Integral Equations (S Chen & J Yong); Stochastic Control and BSDEs with Quadratic Growth (M Fuhrman et al.); Unique Continuation and Observability for Stochastic Parabolic Equations and Beyond (X Zhang); Deterministic Control Systems: A Generalized Framework for Global Output Feedback Stabilization of Inherently Nonlinear Systems with Uncertainties (J Polendo & C Qian); On Finite-Time Stabilization of a Class of Nonsmoothly Stabilizable Systems (B Yang & W Lin); Dynamics and Optimal Control of Partial Differential Equations: Optimal Control of Quasilinear Elliptic Obstacle Problems (Q Chen & Y Ye); Controllability of a Nonlinear Degenerate Parabolic System with Bilinear Control (P Lin et al.); Some Counterexamples in Existence Theory of Optimal Control (H Lou); and other papers.
