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	George Yin (University of Connecticut, USA)  Computational Nonlinear Filtering Using A Deep Learning Approach

15:15-15:45

Qing Zhang (University of Georgia, USA)  Pairs Trading: An Optimal Selling Rule with Constraints

15:45-16:15

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

16:15-16:45

Bingchang Wang (Shandong University, Peoples Rep of China)  Mean field LQG games and teams

Omar Kebiri (BTU Cottbus-Senftenberg, Germany)  Deep learning methods to solve some of stochastic optimal control problems

Parallel Session 8 :: Tuesday, 12/17, 17:00-19:30                 Capital Suite 15
17:00-17:30	Huanshui Zhang (Shandong University of Science and Technology, Peoples Rep of China)  Optimization Methods Based on Optimal Control

17:30-18:00

Jiongmin Yong (University of Central Florida, USA)  Linear-Quadratic Optimal Control Problem for Mean-Field SDEs With Certain Random Coefficients

18:00-18:30

Xun Li (HK PolyU, Hong Kong)  Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning

18:30-19:00

Jun Moon (Hanyang University, Korea)  Advances in Linear-Quadratic Stochastic Differential Games

19:00-19:30

Jonas Schiessl (University of Bayreuth, Germany)  Strict Dissipativity in Stochastic Optimal and Predictive Control