Special Session 49: Stochastic Control, Filtering and Related Fields
Organizer(s): Jingtao Shi , Jie Xiong

Parallel Session 9 :: Wednesday, 12/18, 8:00-10:00                  Capital Suite 21 C
8:30-9:00	Weidong Zhao (Shandong University, Peoples Rep of China)  Extrapolation Methods for Solving Backward Stochastic Differential Equations

9:00-9:30

Na Li (School of Statistics and Mathematics, Shandong University of Finance and Economics, Peoples Rep of China)  Policy Iteration Reinforcement Learning Method for Continuous-time Linear-Quadratic Mean-Field Control Problem

9:30-10:00

Hamza Ruzayqat (King Abdullah University of Science and Technology, Saudi Arabia)  Sequential Markov Chain Monte Carlo for Filtering

Parallel Session 10 :: Wednesday, 12/18, 12:30-14:30                 Capital Suite 21 C
13:00-13:30	Guangchen Wang (Shandong University, Peoples Rep of China)  Robust optimal control of Bi-objective LQ system with noisy observation

13:30-14:00

Jiayu Zheng (Shenzhen MSU-BIT University, Peoples Rep of China)  On Mean-field super-Brownian motions

14:00-14:30

Xu Wen (Southern University of Science and Technology, Peoples Rep of China)  Mean-field stochastic linear quadratic control problem with random coefficients

Parallel Session 11 :: Wednesday, 12/18, 14:45-16:45                  Capital Suite 21 C
14:45-15:15	Tianyang Nie (Shandong University, Peoples Rep of China)  Indefinite linear-quadratic large population problem with partial observation

15:15-15:45

Kai Du (Shandong University, Peoples Rep of China)  Partially observed mean-field game and related mean-field forward-backward stochastic differential equation

15:45-16:15

Jingtao Shi (Shandong University, Peoples Rep of China)  A Risk-Sensitive Global Maximum Principle for Controlled Fully Coupled FBSDEs with Applications