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