Parallel Session 9 :: Wednesday, 12/18, 8:00-10:00


Special Session 49 Stochastic Control, Filtering and Related Fields
Organizer(s): Jingtao Shi , Jie Xiong
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