US-France (INRIA) Collaborative Research in Stochastic Control

该奖项将支持美国和法国研究人员在随机控制领域的三年交流计划。这个美国小组将由罗格斯大学的Ionnis Karatzas博士领导。法国小组将包括法国国家信息科学与自动化研究所(INRIA)的Alain Bensoussain博士和Etienne Pardoux博士，以及巴黎第九大学的Pierre-Louis Lions博士。美国和法国的参与者都在随机控制领域做出了杰出的贡献。该项目将为他们在随机优化、大规模优化问题中的随机算法、金融经济学中的概率模型、奇异控制及其在离散事件系统中的应用、在制造和数据网络中的应用以及扰动和分析方法等领域提供继续合作的机会。

This award will support a three year exchange program between U.S. and French researchers in the field of stochastic control. The U.S. group will be under the leadership of Dr. Ionnis Karatzas, Rutgers University. The French group will involve Dr. Alain Bensoussain and Dr. Etienne Pardoux, French National Institute for Information Science and Automation (INRIA) and Dr. Pierre-Louis Lions, University of Paris IX - Dauphine. Both the US and French participants have made outstanding contributions in the area of stochastic control. This project will provide the opportunity for their continued collaboration in such fields as stochastic optimization, stochastic algorithms in large-scale optimization problems, probabilitistic models in financial economics, singular control and its applications to discrete-event systems, applications to manufacturing and data networks and perturbation and analytical methods.