Parallel Session 8 :: Tuesday, 12/17, 17:00-19:30


Special Session 16 Recent Development of Stochastic Optimal Control and Differential Games
Organizer(s): Jingrui Sun , Hongwei Mei , Jiongmin Yong 		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