Control and Optimization 

Official website: https://events.uconn.edu/event/93638/2022-09-26

Spring 2023

1. February 15, Bahman Angoshtari (University of Miami)

Optimal Consumption Under Drawdown and Habit-formation Constraints

2. February 20, Hongjiang Qian (UConn)

Deep Filtering Algorithms with Adaptive Learning Rates

3. February 22, Xiaojun Chen (Hong Kong Polytechnic University)

Dynamic Stochastic Variational Inequalities and Convergence of Discrete Approximation

4. February 27, Xiaofei Shi (University of Toronto)

Deep Learning Algorithms for Hedging with Frictions

Fall 2022

1. September 27, Hao Xing (Boston University)

The Dark Side of Circuit Breaks

2. October 3, Asaf Cohen (University of Michigan)

Analysis of a Finite State Many Player Game Using Its Master Equation

3. October 17, Qingshuo Song (Worcester Polytechnic Institute)

The Convergence Rate of the Equilibrium Measure for the LQG Mean Field Game 

4. October 26, Hong-Jian Lai (West Virginia University)

Optimal Reconfiguration of Power Networks and Graph r-hued Colorings

5. November 3, Ky Tran (Stony Brook University, Korea)

Exponential Stability of Neutral Stochastic Functional Differential Equations

6. November 7, Yongxin Chen (Georgia Institute of Technology)

Graphical Optimal Transport and Its Applications

Spring 2022

1. January 31, Renyuan Xu (University of Southern California)

Learning in Linear-Quadratic Framework: From Single-Agent to Multi-Agent, and to Mean-Field

2. Fabruary 7, Peter Kloeden (Tubingen Universitat)

Random Ordinary Differential Equations and their Numerical Approximation

3. February 21, Xiaoying Han (Auburn University)

Dynamics of Recurrent Neural Networks

4. March 7, Zachary Feinstein (Stevens Institute of Technology)

Decentralized Payment Clearing Using Blockchain

5. March 14, Alex Hening (Texas A&M University)

Harvesting in Discrete-Time Stochastic Population Models

6. March 28, Ales Cerny (Bayes Business School, City University of London)

Numeraire-Invariant Quadratic Hedging and Mean-Variance Portfolio Allocation [recording]

Fall 2021

1. September 13, Ruimeng Hu (University of California, Santa Barbara)

A Class of Dimensionality-Free Metrics for Convergence of Empirical Measures

2. September 27, Mete Soner (Princeton University)

Monte-Carlo Methods for High-Dimensional Problems in Quantitative Finance

3. November 8, Hong Qian (University of Washington)

Gibbs' Theory and Statistical Physics: A Third Approach to Understanding the World Probabilistically?

4. November 15, Harry Zheng (Imperial College London)

Duality and Deep Learning for Optimal Consumption with Randomly Terminating Income

5. November 29, Xin Zhang (Univesity of Vienna)

Expert Predication Problem

6. December 6, Jin Ma (University of Southern California)

On Kyle-Back Equilibrium Problem - The Case of Dynamic Information

Spring 2021

1. February 1, Le Yi Wang (Wayne State University)

Adaptive Strictly Distributed Optimization

2. February 2, Hongwei Mei (Rice University)

Quickest Real-Time Detection of a Markovian Drift

3. February 15, Xun Li (Hong Kong Polytechnic University)

Mean-Field Linear-Quadratic Stochastic Differential Games in an Infinite Horizon

4. February 22, Christoph Frei (University of Alberta)

Traditional and Digital Currencies in Over-the-Counter Markets

5. March 8, Hector Jesso Fuentes (CINVESTAV-IPN, Mexico)

Optimal Stopping Problems for a Family of Continuous-time Markov Processes

6. March 15, Chao Zhu (University of Wisconsin-Milwaukee)

On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes

7. March 22, Zhuangyi Liu (University of Minnesota)

Frequency Domain Characterization of Semigroup Properties and its Applications

8. March 29, Yu-Jui Huang (University of Colorado)

A Time-Inconsistent Dynkin Game: From Intra-Personal to Inter-Personal Equilibria

9. April 5, Nhu Ngoc Nguyen (University of Connecticut)

Stochastic Chemostat Models

10. April 12, Sijing Liu (University of Connecticut)

Multigrid Methods for Elliptic Optimal Control Problems 

11. April 26, Jiequn Han (Princeton University) 

Solving High-Dimensional Control Problems with Deep Learning

Fall 2020

1. October 6, Jiongmin Yong (University of Central Florida)

Infinite-Horizon Linear-Quadratic Optimal Control Problems WIthout Stabilizability

2. November 2, Francois Dufour (Institute Polytechnique de Bordeaux)

Numerical Approximation of Continuous-Time Markov Decision Processes

3. November 9, Abel Cadenillas (University of Alberta)

Optimal Production Control When There Are Production Constraints and Regime Switching

4. November 16, Zhenyu Cui (Stevens Institute of Technology)

A General Framework for Optimal Investment Under Markov Processes