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The AIMS Conference Series
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