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The AIMS Conference Series
Parallel Session 10 :: Wednesday, 12/18, 12:30-14:30
Special Session 59
Backward Stochastic Volterra Integral Equations and Time Inconsistent Optimal Control Problems
Organizer(s): tianxiao , hanxiao
Capital Suite 12 B
12:30-13:00
Yushi Hamaguchi (Kyoto University, Japan)
Maximum principle for optimal control problems of stochastic Volterra equations with singular kernels
13:00-13:30
Xuedong He (The Chinese University of Hong Kong, Hong Kong)
Asset Pricing with $\alpha$-maxmim Expected Utility Model
13:30-14:00
Ali Lazrak (UBC, Canada)
Dynamic Portfolio Choice with Illiquid Securities: An Infinite-Horizon Stochastic LQ Framework
14:00-14:30
Yuanhua Ni (Nankai University, Peoples Rep of China)
Solving Coupled Nonlinear Forward-backward Stochastic Differential Equations: An Optimization Perspective with Backward Measurability Loss