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