A type of globally solvable BSDEs with triangularly quadratic generators

Speaker: Peng Luo (Shanghai Jiao Tong University)

Time: Jun 6, 2022, 16:00-17:00

Location: Tencent Meeting ID 225981826

Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems

Speaker: Jiongmin Yong (University of Central Florida)

Time: Jun 1, 2022, 09:00-10:00

Location: Zoom ID 951 4162 7318, Passcode 906473

Backward Stackelberg Differential Game with Constraints

Speaker: Xinwei Feng (Shandong University)

Time: May 17, 2022, 10:00-11:00

Location: Tencent Meeting ID 864829310

Bitcoin Mining and Electricity Consumption

Speaker: Min Dai (The Hong Kong Polytechnic University)

Time: Apr 29, 2022, 15:30-16:30

Location: Tencent Meeting ID 187 728 590

Weak observability and stabilization

Speaker: Gengsheng Wang (Tianjin University)

Time: Apr 22, 2022, 15:00-16:00

Location: Tencent Meeting ID 609 352 827

Hybrid optimal impulse control

Speaker: Siyu Lv (Southeast University)

Time: Apr 18, 2022, 15:00-16:00

Location: Tencent Meeting ID 575 884 276

Forward-Backward Stochastic Evolution Equation In Hilbert Space and Related Optimal Control Problem

Speaker: Qingxin Meng (Huzhou University)

Time: Apr 15, 2022, 15:00-16:00

Location: Tencent Meeting ID 544 717 340

Optimal feedback for stochastic linear quadratic control in infinite dimensions, progress and open problems

Speaker: Xu Zhang (Sichuan University)

Time: Apr 13, 2022, 16:00-17:00

Location: Tencent Meeting ID 813 145 874

A Two-Stage Model for High-Risk Prediction in Insurance Ratemaking

Speaker: Yanxi Hou (Fudan University)

Time: Mar 9, 2022, 10:30-11:30

Location: Tencent Meeting ID 405 615 220, Passcode 220309

Forward and Backward Stochastic Differential Equations with Normal Constraints in Law and Mean Field Limit of Related Interacting Particle Systems

Speaker: Ying Hu (University of Rennes 1)

Time: Feb 24, 2022, 16:00-17:00

Location: Zoom ID 965 6298 9314, Passcode 123456

Local controllability to trajectories for the compressible viscous micropolar fluids

Speaker: Qiang Tao (Shenzhen University)

Time: Jan 11, 2022, 15:30-16:30

Location: Room 518, Block 3, Hui Yuan

Infinite Horizon FBSDEs and Open-Loop Optima Controls for Stochastic LQ Problems with Random Coefficients

Speaker: Qingmeng Wei (Northeast Normal University)

Time: Dec 15, 2021, 10:00-11:00

Location: Tencent Meeting ID 442408656

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