
AMS Sectional Meeting AMS Special Session
Current as of Sunday, March 22, 2015 03:30:12
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Inquiries: meet@ams.org
Central Spring Sectional Meeting
Michigan State University, East Lansing, MI
March 1415, 2015 (Saturday  Sunday)
Meeting #1108
Associate secretaries:
Georgia Benkart, AMS benkart@math.wisc.edu
Special Session on New Developments in Stochastic Analysis, Stochastic Control and Related Fields

Saturday March 14, 2015, 8:30 a.m.10:50 a.m.
Special Session on New Developments in Stochastic Analysis, Stochastic Control and Related Fields, I
Room A232, Wells Hall Organizers: Chao Zhu, University of WisconsinMilwaukee zhu@uwm.edu

8:30 a.m.
Dynamic Systems under Random Perturbations: A Multiscale Approach.
H D Nguyen, Wayne State University
N H Du, Hanoi National University
G Yin*, Wayne State University
(11086079)

9:30 a.m.
Stochastic Perron's Method.
Erhan Bayraktar*, Professor of Mathematics at the University of Michigan
(1108609)

10:30 a.m.
Stochastic Competitive LotkaVolterra Ecosystems under Partial Observation.
Ky Quan Tran*, Department of Mathematics, Wayne State University, Detroit, MI, 48202
George Yin, Department of Mathematics, Wayne State University, Detroit, MI, 48202
(110893382)

Saturday March 14, 2015, 2:30 p.m.4:50 p.m.
Special Session on New Developments in Stochastic Analysis, Stochastic Control and Related Fields, II
Room A232, Wells Hall Organizers: Chao Zhu, University of WisconsinMilwaukee zhu@uwm.edu

Sunday March 15, 2015, 8:00 a.m.10:50 a.m.
Special Session on New Developments in Stochastic Analysis, Stochastic Control and Related Fields, III
Room A232, Wells Hall Organizers: Chao Zhu, University of WisconsinMilwaukee zhu@uwm.edu

8:00 a.m.
Optimal control of a process with a pathdependent cost structure.
Ananda P. Weerasinghe*, Iowa State University.
Chao Zhu, University of WisconsinMilwaukee
(11086096)

9:00 a.m.
Meanvariance type controls involving a hidden Markov chain: models and numerical approximation.
Zhixin Yang*, University of WisconsinEau Claire
George Yin, Wayne State Univerisity
Qing Zhang, University of Georgia
(11089311)

9:30 a.m.
Optimal Stopping and American Option in A State Dependent RegimeSwitching Model.
Ruihua Liu*, University of dayton
(11089121)

10:00 a.m.
Stability and recurrence of regimeswitching diffusion processes.
Jinghai Shao*, School of Mathematical Sciences, Beijing Normal University, China
(11086039)

10:30 a.m.
A Multiclass Queueing Model in the ModerateDeviation HeavyTraffic Regime.
Asaf Cohen*, Department of Mathematics, University of Michigan, Ann Arbor
Rami Atar, Department of Electrical Engineering, Technion, Haifa, Israel
(110860458)

Sunday March 15, 2015, 1:30 p.m.2:50 p.m.
Special Session on New Developments in Stochastic Analysis, Stochastic Control and Related Fields, IV
Room A232, Wells Hall Organizers: Chao Zhu, University of WisconsinMilwaukee zhu@uwm.edu

1:30 p.m.
Analyzing Convergence and Rates of Convergence of Particle Swarm Optimization Algorithms Using Stochastic Approximation Methods.
Quan Yuan*, Wayne State University
George Yin, Wayne State University
(11086019)

2:00 p.m.
Numerical Solutions of RegimeSwitching Jump Diffusions.
Tuan Anh Hoang*, Department of Mathematics, Wayne State University
Yin George Gang, Department of Mathematics, Wayne State University
Xi Fubao, School of Mathematics, Beijing Institute of Technology
(110860331)

2:30 p.m.
Some functionals for fractional Brownian motion.
Litan Yan*, Department of Mathematics, Donghua University,
(110860329)
Inquiries: meet@ams.org

