Math professors win 2011 SIAG/CST Best SICON Paper

UCF Math Professors Mou-Hsiung Chang, Tao Pang and Jiongmin Yong won the 2011 SIAG/CST Best SICON Paper award for their paper titled “Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients.” You can read the paper here.

The paper was published in SICON 48, No. 2 (2009), 941-971. The award committee citation reads, “This paper devises a new approach to demonstrate well-posedness and obtain verification theorems for backward stochastic partial differential variational inequalities for optimal stopping problems.”

The SIAG/CST Best SICON Paper Prize was established by the SIAM Activity Group in Control and Systems Theory (SIAG/CST) in 2007. The prize is awarded to the author(s) of the two most outstanding papers, as determined by the prize committee, published in the SIAM Journal on Control and Optimization (SICON) in the two calendar years before the year of the award. Both papers may be from the same year.

You can learn more about this award here.



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