Special Session 29: Mean field stochastic control problems and related topics
Organizer(s): Juan Li , Rainer Buckdahn

Parallel Session 9 :: Wednesday, 12/18, 8:00-10:00                  Capital Suite 10
8:00-8:30	Rainer Buckdahn (Universite de Bretagne Occidentale, France)  Optimal control problems with generalized mean-field dynamics and viscosity solution to Master Bellman equation

8:30-9:00

Laurent Denis (Le Mans University, France)  Stochastic PDEs driven by $G-$Brownian motion and the associated Backward Doubly Stochastic Differential Equations

9:00-9:30

Juan Li (Shandong University, Peoples Rep of China)  Mean field stochastic control problems under sublinear expectation

9:30-10:00

Brahim BM Mezerdi (King Fahd University of Petroleum and Minerals, Saudi Arabia)  On Some Generic Properties of Mean-Field Stochastic Differential Equations

Parallel Session 10 :: Wednesday, 12/18, 12:30-14:30                 Capital Suite 10
12:30-13:00	Zhiyong Yu (Shandong University, Peoples Rep of China)  Exact Controllability for Linear Stochastic Game-Based Control Systems

13:00-13:30

Qi Zhang (Fudan University, Peoples Rep of China)  Some New Results on Entropy Regularized Backward Stochastic Control Systems

13:30-14:00

Qingmeng Wei (Northeast Normal Univeristy, Peoples Rep of China)  Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients

14:00-14:30

Jing Zhang (Fudan University, Peoples Rep of China)  Backward Stochastic Partial Differential Equations with Conormal Boundary Conditions

Parallel Session 11 :: Wednesday, 12/18, 14:45-16:45                  Capital Suite 10
14:45-15:15	Yunzhang Li (Fudan University, Peoples Rep of China)  Fractional BSPDEs with Applications to Optimal Control of Partially Observed Systems with Jumps

15:45-16:15

Wenqiang Li (Shandong University, Peoples Rep of China)  Mean Field Games of Major-Minor Agents with Recursive Functionals

16:15-16:45

Chuanzhi Xing (Shandong University, Peoples Rep of China)  Path-dependent controlled mean-field coupled forward-backward SDEs. The associated stochastic maximum principle