Parallel Session 7 :: Tuesday, 12/17, 14:45-16:45                 Capital Suite 15
14:45-15:15	Qing Zhang (University of Georgia, USA)  Pairs Trading: An Optimal Selling Rule with Constraints

15:15-15:45

Huanshui Zhang (Shandong University of Science and Technology, Peoples Rep of China)  Optimization Methods Based on Optimal Control

15:45-16:15

Bingchang Wang (Shandong University, Peoples Rep of China)  Mean field LQG games and teams

16:15-16:45

Jonas Schiessl (University of Bayreuth, Germany)  Strict Dissipativity in Stochastic Optimal and Predictive Control

Parallel Session 8 :: Tuesday, 12/17, 17:00-19:30                 Capital Suite 15
17:00-17:30	Jiongmin Yong (University of Central Florida, USA)  Linear-Quadratic Optimal Control Problem for Mean-Field SDEs With Certain Random Coefficients

17:30-18:00

Jun Moon (Hanyang University, Korea)  Advances in Linear-Quadratic Stochastic Differential Games

18:00-18:30

Matoussi Anis (Risk and Insurance Institute, Le Mans University, France)  Optimal investment and consumption under forward performance criteria with relative concerns

Parallel Session 9 :: Wednesday, 12/18, 8:00-10:00                  Capital Suite 15
8:00-8:30	George Yin (University of Connecticut, USA)  Computational Nonlinear Filtering Using A Deep Learning Approach

8:30-9:00

Jie Xiong (Southern University of Science and Technology, Peoples Rep of China)  Stochastic maximum principle for weighted mean-field system with application to ambiguity filtering

9:00-9:30

Omar Kebiri (BTU Cottbus-Senftenberg, Germany)  Deep learning methods to solve some stochastic optimal control problems

9:30-10:00

Xun Li (HK PolyU, Hong Kong)  Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning