FINTECH LECTURE SERIES | Stochastic Control and Games
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Lecture Schedule
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9:30 am - 10:30 am
Introduction of Stochastic Controls and GamesOptimal Portfolio Choice with Comfortable Consumption
Speaker: Prof. Jianfeng ZHANG, Department of Mathematics, University of Southern California -
10:45 am - 11:45 am
Optimal Portfolio Choice with Comfortable Consumption
Speaker: Prof. Dejian TIAN, School of Mathematics, China University of Mining and Technology -
2:30 pm - 3:30 pm
Mean Field Game Theory and Its Master Equation
Speaker: Prof. Chenchen MOU, Department of Mathematics, City University of Hong Kong -
3:45 pm - 4:45 pm
Viscosity Solutions of Second Order Path-Dependent Partial Differential Equation
Speaker: Prof. Jianjun ZHOU, College of Science, Northwest A&F University