Parallel Session 1 :: Monday, 07/06, 13:30 – 16:00                                   Room 436
13:30-14:00	Jing Zhang (Fudan University, Peoples Rep of China)  Stochastic Differential Games with Random Coefficients and Stochastic Hamilton-Jacobi-Bellman-Isaacs Equations

14:00-14:30

Qingmeng Wei (Northeast Normal University, Peoples Rep of China)  Time-Inconsistent Stochastic Optimal Control Problems in Infinite Time Horizon

14:30-15:00

Mariusz Michta (Institute of Mathematics, University of Zielona Gora, Poland)  Filippov`s Theorem for stochastic differential inclusions driven by semimartingales

15:00-15:30

Xin Zhang (NYU, USA)  Second-order PDEs on Wasserstein Space

15:30-16:00

Alex Tse (University College London, England)  Optimal Market-Making with Hawkes Process: A Markovian Approximation Approach via Mercer`s Expansion

Parallel Session 2 :: Monday, 07/06, 16:30-19:00                                   Room 436
16:30-17:00	Xiang Yu (The Hong Kong Polytechnic University, Hong Kong)  Continuous-time reinforcement learning for optimal switching over multiple regimes

17:00-17:30

ES-SAKY El Hassan (Cadi Ayyad University, Polydisciplinary Faculty of Safi, Morocco)  Quadratic BSDEs Subject to Irregular Obstacle Constraints

17:30-18:00

Hanane Ben-Gherbal (University of Mohamed Khider, Biskra, Algeria)  Pontryagin Maximum Principle for Reflected BSDEs under State Constraints

18:00-18:30

Wilfried Kenmoe Nzali (Weierstrass Institute for Applied Analysis and Stochastics(WIAS-Berlin), Germany)  Stochastic optimal control of battery storage with SEI driven degradation in volatile electricity markets.

Parallel Session 3 :: Tuesday, 07/07, 8:00-10:00                                   Room 436
8:00-8:30	Antonis Papapantoleon (TU Delft, Netherlands)  Deep gradient flow methods for PDEs and applications in finance

8:30-9:00

Chao Zhu (University of Wisconsin-Milwaukee, USA)  Long-Term Average Impulse Control with Mean Field Interactions

9:00-9:30

Calvin Tadmon (University of Dschang, Cameroon)  A two-step stochastic model of anaerobic digestion and opportunities for biogas production

Parallel Session 4 :: Tuesday, 07/07, 13:30-16:00                                   Room 436
13:30-14:00	Omar KEBIRI (BTU Cottbus-Senftenberg, Germany)  Financial Modeling with Stochastic Volatility: Connections to 2BSDEs and Deep Learning Methods

14:00-14:30

Nicolas Privault (Nanyang Technological University, Singapore)  Stability analysis of a branching diffusion solver for semilinear heat equations

14:30-15:00

Huijie Qiao (Southeast University, Peoples Rep of China)  Asymptotic behaviors of small perturbation for path-dependent multivalued McKean-Vlasov stochastic differential equations

15:00-15:30

Sumith Reddy Anugu (TU Ilmenau, Germany)  Exponential Convergence of Relative Value Iteration in Ergodic Control Problems in Diffusions

15:30-16:00

Xiaofei Shi (University of Toronto, Canada)  Generative Market Equilibrium Models with Stable Adversarial Learning via Reinforcement Link

Parallel Session 5 :: Tuesday, 07/07, 16:30-19:00                                   Room 436
16:30-17:00	Alexander Vladimirsky (Cornell University, USA)  Optimality and Robustness in Path-Planning Under Initial Uncertainty

17:00-17:30

Riccardo Saporiti (EPFL, Switzerland)  Optimal Energy Management via Extended McKean-Vlasov Stochastic Control; a Lagrange Relaxation formulation

17:30-18:00

Khelifa Berkane (University of BTU Cottbus-Senftenberg, Germany)  Modeling Long-Memory Stochastic Dynamics in a Fractional SIRV$^{3}$S Epidemic System

18:00-18:30

Ihsan Arharas (Linnaeus University, Sweden, Sweden)  Deep Learning for Energy Market Contracts: Dynkin Game with Doubly RBSDEs