AMS :: Central Spring Sectional Meeting, AMS Special Session

AMS Sectional Meeting AMS Special Session

Current as of Sunday, March 22, 2015 03:30:12

Associate secretaries:

Georgia Benkart, AMS benkart@math.wisc.edu

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 Wisconsin-Milwaukee zhu@uwm.edu
- 8:30 a.m.
  Dynamic Systems under Random Perturbations: A Multi-scale Approach.
  H D Nguyen, Wayne State University
  N H Du, Hanoi National University
  G Yin*, Wayne State University
  (1108-60-79)
- 9:30 a.m.
  Stochastic Perron's Method.
  Erhan Bayraktar*, Professor of Mathematics at the University of Michigan
  (1108-60-9)
- 10:30 a.m.
  Stochastic Competitive Lotka-Volterra 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
  (1108-93-382)

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 Wisconsin-Milwaukee zhu@uwm.edu
- 2:30 p.m.
  Mean-Variance Portfolio Selection for Partially-Observed Marked Point Processes.
  Yong Zeng*, University of Missouri at Kansas City
  Jie Xiong, University of Macau
  Shuaiqi Zhang, Guangdong University of Technology
  Xiangdong Liu, Jinan University
  (1108-60-195)
- 3:30 p.m.
  Linear Programming Formulations of Singular Stochastic Control Problems.
  Thomas G. Kurtz, University of Wisconsin-Madison
  Richard H. Stockbridge*, University of Wisconsin-Milwaukee
  (1108-60-205)
- 4:30 p.m.
  Variance Reduction Techniques for Sequential Sampling in Stochastic Programming.
  Rebecca Stockbridge*, Wayne State University
  Guzin Bayraksan, The Ohio State University
  (1108-90-17)

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 Wisconsin-Milwaukee zhu@uwm.edu
- 8:00 a.m.
  Optimal control of a process with a path-dependent cost structure.
  Ananda P. Weerasinghe*, Iowa State University.
  Chao Zhu, University of Wisconsin-Milwaukee
  (1108-60-96)
- 9:00 a.m.
  Mean-variance type controls involving a hidden Markov chain: models and numerical approximation.
  Zhixin Yang*, University of Wisconsin-Eau Claire
  George Yin, Wayne State Univerisity
  Qing Zhang, University of Georgia
  (1108-93-11)
- 9:30 a.m.
  Optimal Stopping and American Option in A State Dependent Regime-Switching Model.
  Ruihua Liu*, University of dayton
  (1108-91-21)
- 10:00 a.m.
  Stability and recurrence of regime-switching diffusion processes.
  Jinghai Shao*, School of Mathematical Sciences, Beijing Normal University, China
  (1108-60-39)
- 10:30 a.m.
  A Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime.
  Asaf Cohen*, Department of Mathematics, University of Michigan, Ann Arbor
  Rami Atar, Department of Electrical Engineering, Technion, Haifa, Israel
  (1108-60-458)

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 Wisconsin-Milwaukee 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
  (1108-60-19)
- 2:00 p.m.
  Numerical Solutions of Regime-Switching 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
  (1108-60-331)
- 2:30 p.m.
  Some functionals for fractional Brownian motion.
  Litan Yan*, Department of Mathematics, Donghua University,
  (1108-60-329)