5 p.m.
TU Berlin, Room MA 043, Straße des 17. Juni 136, 10623 Berlin
Chao Zhou (National University of Singapore)

Stochastic control for a class of nonlinear kernels and applications

A stochastic control problem for a class of nonlinear stochastic kernels is studied. We prove a dynamic programming principle (DPP) for the value function by a measurable selection argument and consider several applications of the DPP including the wellposedness of second order BSDEs. This is a joint work with Dylan POSSAMAI and Xiaolu TAN.