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