Titles and Abstracts
Registered Participants

Part II

  • Friday, Nov. 12 (In person: Eastern Standard Time (NY))
    • TimeTitleSpeaker
    8:20 amOpening RemarkAmbar Sengupta, University of Connecticut
    8:30-9:10 Periodic homogenization of discontinuous Markov Processes Zhen-Qing Chen, University of Washington
    9:10-9:50 Stochastic Damping Hamiltonian Systems with State-Dependent Switching (slides) Chao Zhu, University of Wisconsin-Milwaukee
    9:50-10:30 Ergodicity for Langevin dynamics with singular potentials Maria Gordina, University of Connecticut
    10:30-10:50Coffee break
    10:50-11:30 Time-Inconsistent Optimal Control Problems with Equilibrium Recursive Cost Functionals Jiongmin Yong, University of Central Florida
    11:30-12:10 Quasi-Stationary Distributions for the Voter Model on Complete Bipartite Graphs Iddo Ben-Ari, University of Connecticut
    12:10-2:20 pmLunch break
    2:20-3:00 Coexistence and Competitive Exclusion in Serial Passage Experiments Sebastian J. Schreiber, University of California, Davis
    3:00-3:40 Hydrodynamic Limits of non-Markovian Interacting Particle Systems on Sparse Graphs Kavita Ramanan, Brown University
    3:40-4:10Coffee break
    4:10-4:50 Time-Triggered Stochastic Hybrid Systems with Two Timer-Dependent Resets Abhyudai Singh, University of Delaware
    4:50-5:30 Stability of Coupled Jump Diffusions and Applications Hai-Dang Nguyen, University of Alabama
    6:00-7:00Dinner (Room 245)


  • Saturday, Nov.13 (In person: Eastern Standard Time (NY))
    • TimeTitleSpeaker
    8:30-9:10 Quickest Real-Time Detection of A Brownian Coordinate Drift, with Applications to Markovian Drifts Phillip A. Ernst, Rice University
    9:10-9:50 Stochastic domination of various orders and its applications in stochastic control Oleksii Mostovyi, University of Connecticut
    9:50-10:30 Regime Switching Mean Field Games with Quadratic Costs Qingshuo Song, Worcester Polytechnic Institute
    10:30-10:50Coffee break
    10:50-11:30 A Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with General Conditional Mean-Fields Son Luu Nguyen, University of Puerto Rico
    11:30-12:10 Monotone Mean-Variance Portfolio Selection Bin Zou, University of Connecticut
    Generative Adversarial Networks (GANs): Game and Control Perspectives (video) Xin Guo, University of California, Berkeley
    Inverse Reinforcement Learning (video) Vikram Krishnamurthy, Cornell University
    Optimal Fee Structure of Variable Annuities (video) Gu Wang, Worcester Polytechnic Institute
    Stochastic Observability and State Estimation of Randomly Switched Unobservable Linear Systems (slides) Le Yi Wang, Wayne State University

Organizers:

George Yin
University of Connecticut
Department of Mathematics

Abhyudai Singh
University of Delaware
Department of Electrical and Computer Engineering

Sponsor:

The symposium is supported by
the Army Research Office.