Parallel Session 7 :: Tuesday, 12/17, 14:45-16:45


Special Session 16 Recent Development of Stochastic Optimal Control and Differential Games
Organizer(s): Jingrui Sun , Hongwei Mei , Jiongmin Yong
Capital Suite 15
 14:45-15:15  Qing Zhang (University of Georgia, USA)
 Pairs Trading: An Optimal Selling Rule with Constraints
 15:15-15:45  Huanshui Zhang (Shandong University of Science and Technology, Peoples Rep of China)
 Optimization Methods Based on Optimal Control
 15:45-16:15  Bingchang Wang (Shandong University, Peoples Rep of China)
 Mean field LQG games and teams
 16:15-16:45  Jonas Schiessl (University of Bayreuth, Germany)
 Strict Dissipativity in Stochastic Optimal and Predictive Control