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The AIMS Conference Series
The scheduling for individual talk is undergoing. If you have any questions please contact your session organizers directly.
Special Session 160: Recent progress on stochastic analysis and stochastic control with applications
Organizer(s): Chao Zhu
Parallel Session 6 :: Wednesday, 07/08, 8:00-10:00 Room 436
8:30-9:00
Gu Wang
(Worcester Polytechnic Institute, USA)
Minimizing the Ruin Probability with Irreversible Reinsurance and Investments
9:00-9:30
Qing Zhang
(University of Georgia, USA)
Pairs Trading under Geomertic Brownian Motions
9:30-10:00
Guangchen Wang
(Shandong University, Peoples Rep of China)
Recent progress on optimal control of partially observable forward-backward stochastic system
Parallel Session 7 :: Wednesday, 07/08, 13:30-16:00 Room 436
13:30-14:00
Huijie Qiao
(Southeast University, Peoples Rep of China)
Large deviation principles for fully coupled multiscale multivalued stochastic systems
14:00-14:30
Fuke Wu
(Huazhong University of Science and Technology, Peoples Rep of China)
Fast-Slow Coupled Forward-Backward Stochastic Differential Equations
14:30-15:00
Meilin Tang
(Department of Mathematics Huazhong University of Science and Technology, Peoples Rep of China)
Averaging Principle for Fully Coupled Two-Time-Scale Stochastic Systems with Infinite Integral-Type Delays and Application to Near-Optimal Control
15:00-15:30
Jie Xiang
(School of Mathematics, Southeast University, Peoples Rep of China)
Averaging principles for nonautonomous multiscale McKean-Vlasov stochastic systems
Parallel Session 8 :: Wednesday, 07/08, 16:30-18:00 Room 436
16:30-17:00
Harry Zheng
(Imperial College, England)
Convergence of Proximal Policy Gradient Method for Problems with Control Dependent Diffusion Coefficients
17:00-17:30
Kurt L Helmes
(Humboldt Universitaet zu Berlin, Germany)
An Asymptotic Expansion of the Profit Function of a Class of Impulse Control Problems
17:30-18:00
Chao Zhu
(University of Wisconsin-Milwaukee, USA)
Ergodic McKean-Vlasov Games: Verification Theorems and Linear-Quadratic Applications