Parallel Session 10 :: Wednesday, 12/18, 12:30-14:30


Special Session 59 Backward Stochastic Volterra Integral Equations and Time Inconsistent Optimal Control Problems
Organizer(s): tianxiao wang , hanxiao wang 		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