Special Session 87: Large Population Optimization, Stochastic Filtering and Mathematical Finance
Organizer(s): Zhen Wu , Guangchen Wang , Shujun Wang

Parallel Session 6 :: Tuesday, 12/17, 12:30-14:30                 Capital Suite 3
12:30-13:00	Zhuo Jin (Macquarie University, Australia)  Cyber Risk Management Through Investment in Cybersecurity Technology

13:00-13:30

Jun Moon (Hanyang University, Korea)  Zero-Sum Differential Games in the Wasserstein Space

13:30-14:00

Chenchen Mou (City University of Hong Kong, Peoples Rep of China)  On Well-posedness of Mean Field Game Master Equations: a Unified Approach

14:00-14:30

Kaihua K Xi (Shandong University, Peoples Rep of China)  Synchronous Stability Analysis of Power Systems Under Stochastic Disturbances

Parallel Session 7 :: Tuesday, 12/17, 14:45-16:45                 Capital Suite 3
14:45-15:15	Yonghui Zhou (Guizhou Normal University School of Big Data and Computer Science, Peoples Rep of China)  Optimal control of LQ problem with anticipative partial observations

15:15-15:45

Fuke Wu (Huazhong University of Science and Technology, Peoples Rep of China)  Diffusion Approximation and Stability of Stochastic Differential Equations with Singular Perturbation

15:45-16:15

Jianjun Zhou (Northwest A&F University, Peoples Rep of China)  Viscosity Solutions for HJB Equations on the Process Space: Application to Mean Field Control with Common Noise

16:15-16:45

Detao Zhang (School of Economics, Shandong University, Peoples Rep of China)  On optimal carbon tax in China: implications for net-zero emissions and development

Parallel Session 8 :: Tuesday, 12/17, 17:00-19:30                 Capital Suite 3
17:00-17:30	Hua Xiao (Shandong University, Peoples Rep of China)  A Mean-Field Game for a Forward-Backward Stochastic System With Partial Observation and Common Noise

17:30-18:00

Pengyan Huang (Shandong University of Finance and Economics, Peoples Rep of China)  Pareto game of stochastic differential system with terminal state constraint

18:00-18:30

Zhuangzhuang Xing (Henan Normal University, Peoples Rep of China)  Recursive stochastic differential games with non-Lipschitzian generators and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equations

18:30-19:00

Zhiyuan Dong (Harbin Institute of Technology, Shenzhen, Peoples Rep of China)  On Poles and Zeros of Linear Quantum Systems