Recent developments on mathematical finance, stochastic control and related topics
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Organizer(s): |
Name:
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Affiliation:
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Country:
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Zhenhua Wang
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Shandong University
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Peoples Rep of China
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Zhou Zhou
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University of Sydney
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Australia
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Jingjie Zhang
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University of International Business and Economics
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Peoples Rep of China
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Introduction:
| | Stochastic control provides a fundamental framework for modeling dynamic decision-making under uncertainty and has become central to modern research in mathematical finance, economics, and machine learning, and related disciplines. Recent years have witnessed significant advances motivated by complex market dynamics, behavioral features, and strategic interactions among multiple agents. This special session aims to bring together researchers working on theoretical, computational, and applied aspects of stochastic control and its connections to mathematical finance. Topics of interest include, but are not limited to: option pricing and portfolio selection, stochastic analysis, stochastic control and games in finance and economics, and reinforcement learning.
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