Speakers: Giordano Pola and Gianni Pola When: April 26th, 2018 — 11:30 – 12:30 am Where: Seminar room, last floor, Alan Turing Building Title: Optimal control for stochastic reachability with application to quantitative finance Abstract: In this talk we first discuss optimal control for reachability problems: given a stochastic nonlinear control system, and a specification expressed as a sequence of desired target sets, we […]