Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum

Speaker: Xun Li (The Hong Kong Polytechnic University)

Time: Dec 8, 2021, 15:00-16:00

Location: Zoom ID 926 5933 1846, Passcode 123456

Stochastic H_2/H_∞ control for Mean-Field Stochastic Differential Systems with (x,u,v)-dependent noise

Speaker: Qingxin Meng (Huzhou University)

Time: Oct 29, 2021, 10:00-11:00

Location: Tencent Meeting ID 657528303

Constrained stochastic LQ control with regime switching and application to portfolio selection

Speaker: Xiaomin Shi (Shandong University of Finance and Economics)

Time: Sep 17, 2021, 10:00-11:00

Location: Tencent Meeting ID 975562804

Mean Field LQ Games with a Finite Number of Agents

Speaker: Bingchang Wang (Shandong University)

Time: Sep 16, 2021, 16:00-17:00

Location: Tencent Meeting ID 241 213 358

An LQ differential game of stochastic large-population system with partial information

Speaker: Guangchen Wang (Shandong University)

Time: Sep 16, 2021, 14:30-15:30

Location: Tencent Meeting ID 533 300 317

Observability Problem for Some Stochastic Partial Differential Equations

Speaker: Qi Lv (Sichuan University)

Time: Sep 2, 2021, 15:00-16:00

Location: Tencent Meeting ID 772460861

Boundary Behaviors at ∞ for Fragments in Simple Exchangeable Fragmentation-Coalescence Process

Speaker: Xiaowen Zhou (Concordia University)

Time: Jul 5, 2021, 09:00-10:00

Location: Tencent Meeting ID 841890547

Backward stochastic Volterra integro-differential equations and applications in optimal control problems

Speaker: Tianxiao Wang (Sichuan University)

Time: May 7, 2021, 10:00-11:00

Location: Tencent Meeting ID 447146965

Large deviation rates for branching processes

Speaker: Junping Li (Central South University)

Time: Sep 28, 2020, 10:20-11:20

Location:

Momentum Acceleration Under Random Gradient Noise

Speaker: Lingjiong Zhu (Florida State University)

Time: Dec 19, 2019, 15:00-16:00

Location: Conference Room 415, Hui Yuan 3#

On variable ordination of modified Cholesky decomposition for estimating time-varying covariance matrices

Speaker: KANG Xiaoning (Dongbei University of Finance and Economics)

Time: Jul 30, 2019, 17:00-18:00

Location: Conference Room 518, Hui Yuan 3#

On Brownian motion approximation of compound Poisson processes with applications to threshold models

Speaker: Dong LI (Tsinghua University)

Time: Jul 30, 2019, 16:00-17:00

Location: Conference Room 518, Hui Yuan 3#

A New Approach to Multiple Mean Comparison and Its Medical Applications

Speaker: Jiajuan Liang (University of New Haven)

Time: Jul 4, 2019, 15:00-16:00

Location: Conference Room 415, Hui Yuan 3#