- 14:05 PM, March 29, Lecture 1. Optimal Control in Real-world Practical Applications
- 15:05 PM, March 29, Lecture 2. Optimal Control Problems with Stopping Constraints
- Classroom 108: Teaching Building - 7, Yuquan Campus, Zhejiang University
Speaker: Kok Lay Teo, John Curtin Distinguished Professor, Curtin University
Professor Kok Lay Teo received his Ph.D. degree in Electrical Engineering from the University of Ottawa in Canada. Professor Teo was affiliated with University of New South Wales, Australia, National University of Singapore and University of Western Australia. In 1996, He joined the Department of Mathematics and Statistics, Curtin University, Australia, as Professor of Applied Mathematics. He took up the position of Chair Professor of Applied Mathematics and Head of Department of Applied Mathematics at the Hong Kong Polytechnic University, China, from 1999 to 2004. He returned to Australia in 2005 as Professor of Applied Mathematics and Head of Department of Mathematics and Statistics at Curtin University until 2010. Professor Teo has been a John Curtin Distinguished Professor, the highest rank professor at Curtin University, since the beginning of 2011. Professor Teoserved as a member of the Australian Research Council’s Mathematical, Information and Computing Sciences Panel for the 2010 and 2015 Excellence in Research for Australia (ERA) Exercise. He was a Lecturer of the 2010-2011 Texas A&M University at Qatar Distinguished lecture Series, and the winner of the prestigious 2013 John de Laeter Research Leadership Award, Curtin University. Professor Teo is Editor-in-Chief of Journal of Industrial and Management Optimization (JIMO); Cogent Mathematics; and Numerical Algebra, Control and Optimization (NACO). He also serves as an Associate Editor of 12 international journals which include Automatica, Journal of Global Optimization (JOGO), Journal of Optimization Theory and Applications (JOTA), Discrete and Continuous Dynamical Systems (DCDS), Applied Mathematical Modelling, and Optimization Letters (OPTL).
In the last 5 years, Professor Teo has published over 100 refereed journal articles, many in leading international journals such as Automatica, Journal of Global Optimization, Journal of Optimization Theory and Applications, European Journal of Operational Research, and various IEEE journals.
Professor Teo was a Founding Member and member of the working committee of Pacific Optimization Research Activity Group (POP). Pacific optimization Research Activity Group (POP) is an important research organization with over 500 members from 50 different countries and regions. It has an electronic newsletter "Optimization Research Bridge" (ORB), three conference series (International Conference on Optimization: Techniques and Applications; Pacific Optimization Conferences; and International Conference on Optimization and Control with Applications), and two journals ("Pacific Journal of Optimization", and "Journal of Industrial and Management Optimization'' ). Professor Teo has served as the Chair of POP since 2015.
His research interests are optimal control and optimization and their real world applications, such as optimal filter design in signal processing and financial mathematics.