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Workshop on stochastic optimal control

  Workshop on Stochastic Optimal Control and its Applications (all talks in A1.01)
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
15:00-16:00 Shige Peng (Shandong)
  Real data analysis by nonlinear expectation theory