Workshop on stochastic optimal control
Workshop on Stochastic Optimal Control and its Applications (all talks in A1.01) | |
26.07.2018 | |
10:30-11:15 | Tianyang Nie (Shandong) |
Arbitrage-free Pricing of American Options and Game Options in Nonlinear Market Models | |
11:15-12:00 | Mingshang Hu (Shandong) |
Stochastic global maximum principle for optimization with recursive utilities | |
14:00-14:45 | Jingtao Shi (Shandong) |
Connection between MP and DPP for Stochastic Recursive Optimal Control Problems | |
14:45-15:30 | Falei Wang (Shandong) |
Stochastic optimal control problem with infinite horizon driven by G-Brownian motion | |
27.07.2018 | |
15:00-16:00 | Shige Peng (Shandong) |
Real data analysis by nonlinear expectation theory |