数学研究所

数学科学全国重点实验室

学术报告

动力系统讨论班

Speaker: 张琦博士（北京Bimsa研究中心）

Inviter: 张建路

Title: Probabilistic Methods for Multiscale Nonlocal Hamilton–Jacobi–Bellman Equations

Language: Chinese

Time&Venue: 2025年7月23日（周三）10:30-11:30 & 南楼N820

Abstract: In this talk, we will present probabilistic methods to the study of multiscale problems in nonlocal Hamilton–Jacobi–Bellman (HJB) equations. Our focus lies on two types of multiscale structures: the spatial stochastic ergodic structure, and the slow-fast time scale. Using the probabilistic representation to the nonlocal HJB equations (derived from stochastic control with jump diffusions), we establish the stochastic homogenization results for nonlocal HJB equations in a stationary ergodic random medium, and an averaging principle for nonlocal HJB equations with a slow-fast time scale. This is a joint work with Prof. Wenjia Jing，Prof. Yanjie Zhang, and Prof. Ao Zhang.