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The AIMS Conference Series
Special Session 49: Stochastic Control, Filtering and Related Fields
Organizer(s): Jingtao Shi , Jie Xiong
Parallel Session 9 :: Wednesday, 12/18, 8:00-10:00
Capital Suite 21 C
8:30-9:00
Weidong Zhao
(Shandong University, Peoples Rep of China)
Extrapolation Methods for Solving Backward Stochastic Differential Equations
9:00-9:30
Na Li
(School of Statistics and Mathematics, Shandong University of Finance and Economics, Peoples Rep of China)
Policy Iteration Reinforcement Learning Method for Continuous-time Linear-Quadratic Mean-Field Control Problem
9:30-10:00
Hamza Ruzayqat
(King Abdullah University of Science and Technology, Saudi Arabia)
Sequential Markov Chain Monte Carlo for Filtering
Parallel Session 10 :: Wednesday, 12/18, 12:30-14:30 Capital Suite 21 C
13:00-13:30
Guangchen Wang
(Shandong University, Peoples Rep of China)
Robust optimal control of Bi-objective LQ system with noisy observation
13:30-14:00
Jiayu Zheng
(Shenzhen MSU-BIT University, Peoples Rep of China)
On Mean-field super-Brownian motions
14:00-14:30
Xu Wen
(Southern University of Science and Technology, Peoples Rep of China)
Mean-field stochastic linear quadratic control problem with random coefficients
Parallel Session 11 :: Wednesday, 12/18, 14:45-16:45 Capital Suite 21 C
14:45-15:15
Tianyang Nie
(Shandong University, Peoples Rep of China)
Indefinite linear-quadratic large population problem with partial observation
15:15-15:45
Kai Du
(Shandong University, Peoples Rep of China)
Partially observed mean-field game and related mean-field forward-backward stochastic differential equation
15:45-16:15
Jingtao Shi
(Shandong University, Peoples Rep of China)
A Risk-Sensitive Global Maximum Principle for Controlled Fully Coupled FBSDEs with Applications