Most updated arrangement for Friday: see here

Conference Info
Scientific Background
Plenary speakers
Organizing Committee
Scientific Committee
Conference Program
Call for Minisymposia
Accepted Minisymposia
Registered Participants
Financial Support
Visitors' Info
Conference Venue
Conference Hotel


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