Backward Stochastic Volterra Integral Equations and Time Inconsistent Optimal Control Problems
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Organizer(s): |
Name:
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Affiliation:
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Country:
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tianxiao wang
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Sichuan University
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Peoples Rep of China
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hanxiao wang
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Shenzhen University
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Peoples Rep of China
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Introduction:
| | Backward stochastic Volterra integral equations (BSVIEs, for short) is a generalization of backward stochastic differential equations (BSDEs, for short). In contrast with BSDEs, one important advantage of BSVIEs is its tight connection with time inconsistent optimal control problems. Quite a few results have been developed on these two topics. However, there are still many relevant problems to be explored. The purpose of organizing this invited session is to have a forum for sharing ideas and results among the researchers in this area, and more importantly, attracting more interested researchers’ attention. We believe that this invited session could lead to some interesting collaborations among scholars, and the research team of BSVIEs and time inconsistent optimal control problem could be substantially expanded.
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