Program for stream Optimal Control and Optimization in Economics, Finance and Management

TD-05: Optimal Control and Optimization in Economics, Finance and Management I
Stream: Optimal Control and Optimization in Economics, Finance and Management
Room: Pontryagin
Chair(s): Ioannis Baltas

• Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market
  Gerhard-Wilhelm Weber, Emel Savku
• Random oligopolistic market optimal equilibrium control problem
  Annamaria Barbagallo
• Optimal management of Defined Contribution pension funds during the distribution phase under the effect of inflation, mortality and uncertainty
  Ioannis Baltas, Athanasios Yannacopoulos, Gerhard-Wilhelm Weber

TE-05: Optimal Control and Optimization in Economics, Finance and Management II
Stream: Optimal Control and Optimization in Economics, Finance and Management
Room: Pontryagin
Chair(s): Gerhard-Wilhelm Weber

• Risk measure and portfolio selection
  BEN HSSAIN LHOUCINE, Ghizlane Lakhnati
• Investigating the reliability of the RBF method for solving some optimal control problems in Dynamic Investment
  Ahmad Saeedi, Ahamd golbabai
• Market making policy for high-frequency trading
  Francis Huot-Chantal, Fabian Bastin, Gabriel Yergeau

FD-05: Optimal Control and Optimization in Economics, Finance and Management III
Stream: Optimal Control and Optimization in Economics, Finance and Management
Room: Pontryagin
Chair(s): Diogo Pinheiro

• Stochastic Maximum Principle with Regimes and Memory
  Emel Savku, Gerhard-Wilhelm Weber
• Portfolio Optimization with Drift Uncertainty
  Kerem Ugurlu
• Two-player zero-sum stochastic differential games with Markov-switching jump-diffusion dynamics
  Diogo Pinheiro, Miguel Ferreira, Susana Pinheiro