学术报告（邵井海 9.26）

摘 要 ： In this talk I shall introduce some results on the continuous-time Markov decision processes in a random environment, where the random environment will be described via stochastic differential equations. Based on this model, some results on the optimal control problem are presented. Especially, in order to characterize the value function, the associated Hamilton-JacobiBellman equation contains both the differential part and difference part. The theory of viscosity solution can also play important role in the study.