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  3. CEMSE Weekly Updates - July 28, 2026

CEMSE Weekly Updates - July 28, 2026

Wed, Jul 29 2026

Newsletter Upcoming Events

Stay informed about the upcoming events and the latest news from CEMSE.

Stochastic Optimal Control with Applications to Renewable Energy and Partially Observed Systems

Eliza Rezvanova, Ph.D. Student, Applied Mathematics and Computational Science
Aug 6, 15:00 - 17:00

B5 R5209; Zoom Meeting 4569553742

Partially Observed Stochastic Optimal Control Stochastic Optimal Control renewable energy Dynamic programming

This thesis develops continuous-time dynamic programming frameworks and shows how dynamic programming and HJB methods can be extended to settings that do not satisfy the classical Markovian and full-observation assumptions through appropriate relaxation and state-reformulation techniques.

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