Lunch In Theory This Thursday (12:00 PM, 01/28, GCS 302c)

[Devansh Gupta]

Hi all,

Please join us for Lunch in Theory this Thursday, 01/28 at 12:00 PM in GCS 302c. This week we have Jianfeng Zhang presenting a talk on Information Controls. Please find the title and abstract attached.

Reminder: Please bring your own lunch, as lunch will not be provided.

Best,

Devansh

Title: On Information Controls

Abstract: In this talk we study an optimization problem in which the control is information, more precisely,  the control is a sigma-algebra (in static models) or a filtration (in dynamic models). We shall present various examples to motivate such optimization probems. Mathematically, in a dynamic setting, we shall characterize the value function of the information control problem through an Hamilton–Jacobi–Bellman equation on  $\cP_2(\cP_2(R^d))$, the space of laws of random probability measures. The main tool is a new It\^{o} formula on this space. The talk is based on an ongoing work with Zihao Gu.

[Devansh Gupta]

Hi all,

Please find the zoom link attached: https://usc.zoom.us/j/6555952212

Best,

Devansh