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Beyond Second Order Methods for Nonconvex Optimization

Speaker: 朱雯琪(哈佛大学)

Time: Aug 18, 2025, 10:30-11:30

Location: M1001, College of Science Building

Multi-dimensional non-Markovian backward stochastic differential equations of interactively quadratic generators

Speaker: Ying Hu (Université de Rennes )

Time: Aug 7, 2025, 16:00-17:00

Location: M1001, College of Science Building

On the L^1 solution to scalar BSDEs with iterated-logarithmically sub-linear growth generators

Speaker: ShengJun Fan(China University of Mining and Technology)

Time: Aug 7, 2025, 15:00-16:00

Location: M1001, College of Science Building

Nonzero-sum Dynkin Games under a Generalised Order Condition: Verification Theorem and Application to Convertible Bonds

Speaker: Gechun Liang(The University of Warwick)

Time: Aug 6, 2025, 16:30-17:30

Location: M1001, College of Science Building

Optimal usage strategy of catastrophe insurance compensation based on epidemiological model

Speaker: Wentao Hu(KU Leuven)

Time: Aug 1, 2025, 11:10-11:50

Location: M1001, College of Science Building,Tencent Meeting ID: 838 864 367

Optimal weighted reinsurance contract in a Stackelberg-Nash differential game with negotiation

Speaker: Qingqing Zhang(Shanghai University of International Business and Economic)

Time: Aug 1, 2025, 10:30-11:10

Location: M1001, College of Science Building,Tencent Meeting ID: 838 864 367

Stochastic reinsurance demand-supply game under alpha-maxmin mean-variance criterion

Speaker: Yu Yuan(Nanjing University of Information Science and Technology)

Time: Aug 1, 2025, 09:40-10:20

Location: M1001, College of Science Building,Tencent Meeting ID: 838 864 367

Optimal reinsurance design under convex premium principles and distortion risk measures

Speaker: Wenjun Jiang(University of Calgary)

Time: Aug 1, 2025, 09:00-09:40

Location: M1001, College of Science Building,Tencent Meeting ID: 838 864 367

Evolution of dispersal in advective environments

Speaker: Peng Zhou(Shanghai Normal University)

Time: Jul 14, 2025, 16:00-17:00

Location: Room M616, College of Science Building

Efficient Structured Data Recovery in Phase Retrieval and Matrix Completion

Speaker: Juntao You(Wuhan University)

Time: Jul 6, 2025, 11:00-12:00

Location: Room M616, College of Science Building

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