The scheduling for individual talk is undergoing. If you have any questions please contact your session organizers directly.
Special Session 182: Recent developments on mathematical finance, stochastic control and related topics Organizer(s): Zhenhua Wang , Zhou Zhou , Jingjie Zhang

Parallel Session 1 :: Monday, 07/06, 13:30 – 16:00                  
 13:30-14:00  Xuedong He (Chinese University of Hong Kong, Hong Kong)
 Dynamic Portfolio Selection under Monotone Additive Statistics in the Heston Model
 14:00-14:30  Shuoqing Deng (The Hong Kong University of Science and Science and Technology, Hong Kong)
 Distribution constrained optimal stopping: beyond the Root-type solution
 14:30-15:00  Yining Ding (The University of Sydney, Australia)
 Pricing and Hedging of SOFR Derivatives
 15:00-15:30  Jingjie Zhang (University of International Business and Economics, Peoples Rep of China)
 Goal-based Portfolio Selection with Fixed Transaction Costs
 15:30-16:00  Zhenhua Wang (Shandong University, Peoples Rep of China)
 Well-posedness of the equilibrium HJB system for time-inconsistent controls

Parallel Session 2 :: Monday, 07/06, 16:30-19:00                  
 16:30-17:00  Zhou Zhou (University of Sydney, Australia)
 EXISTENCE OF EQUILIBRIA FOR TIME-INCONSISTENT GAMES IN DISCRETE TIME
 17:00-17:30  Yanwei Jia (The Chinese University of Hong Kong, Hong Kong)
 Merton`s Problem with Recursive Perturbed Utility
 17:30-18:00  Ruyi Liu (University of New South Wales, Australia)
 Optimal Information Disclosure In A Stackelberg Game
 18:00-18:30  Xiaofei Shi (University of Toronto, Canada)
 Inverse Learning the Altruism and Labor Cost Level in Mixed-Individual Mean Field Games

Parallel Session 4 :: Tuesday, 07/07, 13:30-16:00                  
 13:30-14:00  Xiang Yu (The Hong Kong Polytechnic University, Hong Kong)
 Policy Iteration Achieves Regularized Equilibrium under Time Inconsistency
 14:00-14:30  Yang Liu (The Chinese University of Hong Kong, Shenzhen, Peoples Rep of China)
 Risk-sensitive Reinforcement Learning based on Convex Scoring Functions
 14:30-15:00  Alex Tse (University College London, England)
 Portfolio Optimization under Transaction Costs with Recursive Preferences
 15:00-15:30  Xiaoli Wei (Harbin Institute of Technology, Peoples Rep of China)
 Continuous-time q-learning for mean-field control problems with common noise
 15:30-16:00  Ho Man Tai (University of Sydney, Australia)
 Incentives of Defined-Contribution Pension Managers

Parallel Session 5 :: Tuesday, 07/07, 16:30-19:00                
 16:30-17:00  Xin Zhang (NYU, USA)
 Optimization of win martingales
 17:00-17:30  Fengyi Yuan (The Chinese University of Hong Kong (Shenzhen), Peoples Rep of China)
 Mean-field games with rough common noise:\\ the compactification approach
 17:30-18:00  Jiacheng Zhang (the Chinese University of Hong Kong, Hong Kong)
 Major-Minor Mean Field Game of Stopping: An Entropy Regularization Approach
 18:00-18:30  Zimu Zhu (Hong Kong University of Science and Technology (Guangzhou), Peoples Rep of China)
 DeepPAAC: A New Deep Galerkin Method for Principal-Agent Problems