AMS Sectional Meeting AMS Special Session
Current as of Sunday, March 21, 2021 03:30:05
Spring Southeastern Sectional Meeting (formerly at Georgia Institute of Technology)
- now meeting virtually, Eastern Time (hosted by the American Mathematical Society), Virtual, RI
- March 13-14, 2021 (Saturday - Sunday)
- Meeting #1164
Brian D. Boe, AMS brian@math.uga.edu
AMS 2021 Spring Sectional Meetings will be held VIRTUALLY on the originally planned dates. Further details will be posted as soon as they are available. Send questions to meet@ams.org.
Special Session on Stochastic Control and Related Topics
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Saturday March 13, 2021, 9:00 a.m.-11:00 a.m.
Special Session on Stochastic Control and Related Topics, I
Special Session 7, AMS
Organizers:
Andrzej Swiech, Georgia Institute of Technology
Jiongmin Yong, University of Central Florida Jiongmin.Yong@ucf.edu
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9:00 a.m.
Optimal control of path-dependent McKean-Vlasov SDEs in infinite dimension.
Andrea Cosso, Università di Bologna, Italy
Fausto Gozzi*, Luiss, University, Roma, Italy
Idris Kharroubi, Sorbonne University, Paris, France
Huyen Pham, Université Paris 7, France
Mauro Rosestolato, Università del Salento, Lecce, Italy
(1164-49-36) -
9:30 a.m.
Closed-Loop Equilibrium for Time-Inconsistent McKean-Vlasov Controlled Problem.
Hongwei Mei*, Rice University
(1164-60-16) -
10:00 a.m.
Optimal Control of the Directed Flow in a Parabolic PDE representing an Invasive Population in a River.
Suzanne Lenhart*, University of Tennessee, Knoxville
(1164-35-63) -
10:30 a.m.
A Portfolio Optimization Problem with Consumption Constraints.
Tao Pang*, NC State University
Weidong Tian, University of North Carolina at Charlotte
(1164-91-190)
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9:00 a.m.
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Saturday March 13, 2021, 1:30 p.m.-5:00 p.m.
Special Session on Stochastic Control and Related Topics, II
Special Session 7, AMS
Organizers:
Andrzej Swiech, Georgia Institute of Technology
Jiongmin Yong, University of Central Florida Jiongmin.Yong@ucf.edu
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1:30 p.m.
Mean Field Games Master Equations with Non-separable Hamiltonians and Displacement Monotonicity.
Wilfrid Gangbo, UCLA
Alpar Meszaros, University of Durham
Chenchen Mou, City University of Hong Kong
Jianfeng Zhang*, USC
(1164-60-55) -
2:00 p.m.
Mild equilibrium of constrained mean field games of controls.
Sergio Mayorga*, Baylor University
Jameson Graber, Baylor University
(1164-49-38) -
2:30 p.m.
Master equation for a mean field game of exhaustible resource.
P. Jameson Graber*, Baylor University
Ronnie Sircar, Princeton University
(1164-35-141) -
3:00 p.m.
Mean-field stochastic optimal control with recursive cost functional.
Wei Yan*, University of Michigan
Jiongmin Yong, University of Central Florida
(1164-49-140) -
3:30 p.m.
Break. -
4:00 p.m.
On the Modelling of Impulse Control with Random Effects for Continuous Markov Processes.
Kurt L Helmes, Humboldt University of Berlin
Richard H Stockbridge, University of Wisconsin-Milwaukee
Chao Zhu*, University of Wisconsin-Milwaukee
(1164-93-30) -
4:30 p.m.
A Finite Horizon Optimal Stochastic Impulse Control Problem with A Decision Lag.
Chang Li*, University of Central Florida
Jiongmin Yong, University of Central Florida
(1164-93-84)
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1:30 p.m.
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Sunday March 14, 2021, 9:00 a.m.-11:00 a.m.
Special Session on Stochastic Control and Related Topics, III
Special Session 7, AMS
Organizers:
Andrzej Swiech, Georgia Institute of Technology
Jiongmin Yong, University of Central Florida Jiongmin.Yong@ucf.edu
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9:00 a.m.
Path-dependent Bellman equations with superquadratic growth in the gradient and the vanishing viscosity method.
Erhan Bayraktar, University of Michigan
Christian Keller*, University of Central Florida
(1164-49-159) -
9:30 a.m.
Stability of Stochastic Functional Differential Equations.
Dang H Nguyen, University of Alabama
Gang George Yin*, University of Connecticut
(1164-93-42) -
10:00 a.m.
On the asymptotic optimality of the comb strategy for prediction with expert advice.
Ibrahim Ekren*, Florida State University
Erhan Bayraktar, University of Michigan
Xin Zhang, University of Michigan
(1164-60-11) -
10:30 a.m.
Hydrodynamic limit large deviation from nonlinear heat equation given by stochastic Carleman particles, A Hamilton-Jacobi approach.
Jin Feng*, University of Kansas
Toshio Mikami, Tsuda University, Kodaira, Tokyo , Japan
Johannes Zimmer, Technical University of Munich
(1164-49-123)
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9:00 a.m.
Inquiries: meet@ams.org