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The AIMS Conference Series
Special Session 16: Recent Development of Stochastic Optimal Control and Differential Games
Organizer(s): Jingrui Sun , Hongwei Mei , Jiongmin Yong
Parallel Session 7 :: Tuesday, 12/17, 14:45-16:45 Capital Suite 15
14:45-15:15
Qing Zhang
(University of Georgia, USA)
Pairs Trading: An Optimal Selling Rule with Constraints
15:15-15:45
Huanshui Zhang
(Shandong University of Science and Technology, Peoples Rep of China)
Optimization Methods Based on Optimal Control
15:45-16:15
Xun Li
(HK PolyU, Hong Kong)
Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning
16:15-16:45
Jonas Schiessl
(University of Bayreuth, Germany)
Strict Dissipativity in Stochastic Optimal and Predictive Control
Parallel Session 8 :: Tuesday, 12/17, 17:00-19:30 Capital Suite 15
17:00-17:30
Jiongmin Yong
(University of Central Florida, USA)
Linear-Quadratic Optimal Control Problem for Mean-Field SDEs With Certain Random Coefficients
17:30-18:00
Jun Moon
(Hanyang University, Korea)
Advances in Linear-Quadratic Stochastic Differential Games
18:00-18:30
Matoussi Anis
(Risk and Insurance Institute, Le Mans University, France)
Optimal investment and consumption under forward performance criteria with relative concerns
Parallel Session 9 :: Wednesday, 12/18, 8:00-10:00
Capital Suite 15
8:00-8:30
George Yin
(University of Connecticut, USA)
Computational Nonlinear Filtering Using A Deep Learning Approach
8:30-9:00
Jie Xiong
(Southern University of Science and Technology, Peoples Rep of China)
Stochastic maximum principle for weighted mean-field system with application to ambiguity filtering
9:00-9:30
Bingchang Wang
(Shandong University, Peoples Rep of China)
Mean field LQG games and teams
9:30-10:00
Omar Kebiri
(BTU Cottbus-Senftenberg, Germany)
Deep learning methods to solve some of stochastic optimal control problems