Parallel Session 11 :: Wednesday, 12/18, 14:45-16:45


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