Special Session 17: New developments on nonlinear expectations
Organizer(s): Shige Peng , Juan Li
Parallel Session 13 :: Thursday, 12/19, 8:00-9:30
Capital Suite 14
8:00-8:30
Shige Peng
(Shandong University, Peoples Rep of China)
Nonlinear expectation algorithm in machine learning
8:30-9:00
Shuzhen Yang
(Shandong University, Peoples Rep of China)
Value at risk model under sublinear expectation
9:00-9:30
Huilin Zhang
(Shandong University, Peoples Rep of China)
A rough path approach to robust filtering
Parallel Session 14 :: Thursday, 12/19, 13:00-15:00
Capital Suite 14
13:00-13:30
Kai Du
(Fudan University, Peoples Rep of China)
Sequential propagation of chaos: theory and algorithms
13:30-14:00
Falei Wang
(Shandong University, Peoples Rep of China)
Quadratic Mean-Field Reflected BSDEs
14:00-14:30
Guomin Liu
(Nankai University, Peoples Rep of China)
Maximum principle for recursive optimal control problem of stochastic delayed evolution equations
14:30-15:00
Xinpeng Li
(Shandong University, Peoples Rep of China)
Upper and lower covariance under sublinear expectation