Department of Mathematics, Birzeit University
Seminar Content
Abstract
This workshop presentation discusses the existence of solutions for stochastic optimal control problems with a random horizon. The presentation introduces mathematical techniques used to analyze stochastic systems whose terminal time is uncertain and investigates conditions ensuring the existence of optimal solutions.
The seminar highlights applications of stochastic differential equations, optimal control theory, and mathematical analysis in solving complex decision-making problems under uncertainty.
The presentation was delivered during the Stochastic Differential Equations Workshop (SDEW 2017) at Birzeit University, Palestine, on May 27, 2017.
The workshop focused on stochastic differential equations, optimal control, and their applications in modern mathematical research.
Event Details
Seminar Information
Stochastic Differential Equations Workshop (SDEW 2017)