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


Special Session 59 Backward Stochastic Volterra Integral Equations and Time Inconsistent Optimal Control Problems
Organizer(s): tianxiao , hanxiao
Capital Suite 12 B
 14:45-15:15  Ludger Overbeck (Justus-Liebig-University/Institute of Mathematics, Germany)
 Classical Differentiability of BSVIEs and Dynamic Capital Allocations
 15:15-15:45  Chi Seng Pun (Nanyang Technological University, Singapore)
 On the Solvability of Second-order Backward Stochastic Volterra Integral Equations and Equilibrium HJB Equations
 15:45-16:15  Hanxiao Wang (Shenzhen University, Peoples Rep of China)
 Optimal Controls for FBSDEs: Time-Inconsistency and Time-Consistent Solutions