PyeongChang, South Korea
You threw me for a moment with your spelling of PyeongChang, which has been in this process before.
So... '94 Lillehammer, '98 Nagano, '02 Salt Lake City, '06 Turin, '10 Vancouver. Logically, PyeongChang is the favorite, though I'm busy looking up Sochi.
Kazahkstan, I don't see it. The IOC isn't taking that risk... yet, though that might be tempting. Georgia doubly so, if I remember my geopolitical volcanic activity correctly (talking political fireworks, not actual volcanoes).
Sochi, not far from the Black Sea. Cacausus? Interesting. I still project Korea.
What I find interesting is Salt Lake already apparently putting in for 2018, along with Denver and Reno/Tahoe. Annecy in France has submitted for 2018, but I'll bet that the European and Russian / Old Soviet bidders this time are setting up for 2018.