MS03

Title: Optimal control and mathematical finance

Session 1

Name of the speaker	Title	University
Alex Tse	Optimal Investment and Consumption With Epstein-Zin Stochastic Differential Utility and Proportional Transaction Costs	University College London
Yiqing Lin	BSDEs With Mean Reflexion Driven by Marked Point Processes	Shanghai Jiaotong University
Leonard Wong	Bregman-Wasserstein divergence	University of Toronto
Shuoqing Deng	On Optimal Time-Consistent Equilibrium Stopping Under Aggregation of Diverse Discount Rates	Hong Kong University of Science and Technology

Session 2

Name of the speaker	Title	University
Ludovic Tangpi	Forward-Backward Propagation of Chaos via Displacement Monotonicity	Princeton University
Chao Zhou	Optimal Liquidation with Hidden Orders under Self-Exciting Dynamics	National University of Singapore
Camilo Hernandez	Propagation of Chaos for Schrödinger Problems With Interacting Particles	Princeton University
Sigrid Källblad	Adapted Wasserstein Distance Between the Laws of SDEs	KTH Royal Institute of Technology

Session 3

Name of the speaker	Title	University
Jing Zhang	Stochastic Differential Games With Random Coefficients and Stochastic Hamilton-Jacobi-Bellman-Isaacs Equations	Fudan University
Yufei Zhang	Exploration-Exploitation Trade-off for Continuous-Time Reinforcement Learning	London School of Economics and Political Science
Yunzhang Li	Time Discretization of Partially Observable Stochastic Optimal Control Problems	Fudan University
Chenchen Mou	Master equations for extended MFG and MFG with a major player	City University of Hong Kong