Parallel Session 8 :: Tuesday, 12/17, 17:00-19:30


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