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SS146: Recent developments in stochastic analysis, stochastic control and related fields

Organizer(s):
Name:	Affiliation:	Country:
Chao Zhu	University of Wisconsin-Milwaukee	USA
Yu-Jui Huang	University of Colorado	0

Abstract:
This session features new perspectives and methodologies toward stochastic processes, stochastic control and related fields.The specific topics to be presented in this session include asymptotic properties of certain novel regime-switching jump diffusion processes, optimal inventory control problems with a long-term average criterion, delay stochastic differential equations, and their applications in areas such as finance and risk management.This session will help to disseminate new research results, exchange ideas, and foster new collaborations.

List of approved abstract
Name	Affiliation	Title
Jinqiao Duan	Huazhong University of Science and Technology	Effective Dynamics of Nonlocal Stochastic Partial Differential Equations
Hiroaki Hata	Shizuoka university	Expected exponential utility maximization of insurers with a general diffusion factor model : The complete market case.
Yu-Jui Huang	University of Colorado at Boulder	Optimal Equilibria for Time-Inconsistent Stopping Problems
Zhuo Jin	University of Melbourne	Investment and Reinsurance Non-Zero-Sum Games with Value-at-Risk Constraints
Ruihua Liu	University of Dayton	Portfolio Optimization in Presence of Proportional Transaction Costs and Regime-Switching
Huijie Qiao	Southeast University	Convergence of Nonlinear Filtering for Stochastic Dynamical Systems with L\\`evy Noises
Shuenn-Jyi Sheu	National Central University	Portfolio Optimization with Delay Factor Models
Qingshuo Song	City University of Hong Kong	Equivalence of two definitions on generalized solutions of Dirichlet problems associated to fractional Laplacian operator
Fuke Wu	Huazhong University of Science and Technology	An Averaging Principle for Two-Time-Scale Functional Diffusions
Jiongmin Yong	University of Central Florida	Representation of Adapted Solutions to Backward Stochastic Volterra Integral Equations
Xiang Yu	The Hong Kong Polytechnic University	Risk Sensitive Portfolio Optimization with Regime-Switching and Default Contagion
Qing Zhang	University of Georgia	Switching Between A Pair of Stocks: Trading Rules and More
harry zheng	imperial college	Global Closed-form Approximation of Free Boundary for Optimal Investment Stopping Problems
Chao Zhou	National University of Singapore	Bank monitoring incentives under moral hazard and adverse selection
Chao Zhu	University of Wisconsin-Milwaukee	A Weak Convergence Approach to Inventory Control Using a Long-term Average Criterion
Xiaofeng Zong	China University of Geosciences	Consensus Control of Multi-agent Systems with Noises and Time-delays