Beijing Institute of Mathematical Sciences and Applications

Xiao Pei Jiao , Fan Sheng Xiong , Wu Yue Yang

Xiao Pei Jiao

Thursday, November 10, 2022 2:00 PM - 4:00 PM

1129B

Zoom 518 868 7656 (BIMSA)

In this talk, we will introduce the relations between optimal control and filtering theory. As we know, optimal stochastic control provides a variational framework to minimze the expected cost function restricted by a SPDE. We will introduce some basic knowledge and methodology by showing relation of nonlinear filtering as an concrete example.

Xiaopei Jiao received his bachelor's degree from the Zhiyuan College of Shanghai Jiao Tong University and his Ph.D. from the Department of Mathematical Sciences at Tsinghua University. He subsequently worked as a postdoctoral researcher at the Beijing Institute of Mathematical Sciences and Applications (BIMSA) and at the University of Twente in the Netherlands. His current research interests include finite-dimensional filtering theory, Yau-Yau filtering methods, physics-informed neural networks, and bioinformatics. His research focuses primarily on: (1) using geometric tools such as Lie algebras for solving partial differential equations and classifying nonlinear systems; (2) designing novel numerical algorithms based on physics-informed neural networks.