Parallel Session 10 :: Wednesday, 12/18, 12:30-14:30                 Capital Suite 12 B
12:30-13:00	Yushi Hamaguchi (Kyoto University, Japan)  Maximum principle for optimal control problems of stochastic Volterra equations with singular kernels

13:00-13:30

Xuedong He (The Chinese University of Hong Kong, Hong Kong)  Asset Pricing with $\alpha$-maxmim Expected Utility Model

13:30-14:00

Ali Lazrak (UBC, Canada)  Dynamic Portfolio Choice with Illiquid Securities: An Infinite-Horizon Stochastic LQ Framework

14:00-14:30

Yuanhua Ni (Nankai University, Peoples Rep of China)  Solving Coupled Nonlinear Forward-backward Stochastic Differential Equations: An Optimization Perspective with Backward Measurability Loss

Parallel Session 11 :: Wednesday, 12/18, 14:45-16:45                  Capital Suite 12 B
14:45-15:15	Ludger Overbeck (Justus-Liebig-University/Institute of Mathematics, Germany)  Classical Differentiability of BSVIEs and Dynamic Capital Allocations

15:15-15:45

Chi Seng Pun (Nanyang Technological University, Singapore)  On the Solvability of Second-order Backward Stochastic Volterra Integral Equations and Equilibrium HJB Equations

15:45-16:15

Hanxiao Wang (Shenzhen University, Peoples Rep of China)  Optimal Controls for FBSDEs: Time-Inconsistency and Time-Consistent Solutions

Parallel Session 12 :: Wednesday, 12/18, 17:00-18:30                Capital Suite 12 B
17:00-17:30	tianxiao wang (Sichuan University, Peoples Rep of China)  A general maximum principle for optimal control of stochastic differential delay systems

17:30-18:00

Xiaoli Wei (Harbin Insitute of Technology, Peoples Rep of China)  Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation

18:00-18:30

Zhou Zhou (The University of Sydney, Australia)  Almost strong equilibria for time-inconsistent stopping problems under finite horizon in continuous time