Dear colleagues,
we are happy to announce the following online talk:
Speaker: Boualem Djehiche (KTH, Stockholm)
Title: Zero-sum mean-field Dynkin games.
Abstract: I will review recent results on a class of zero-sum game problems of mean-field type which extend the classical zero-sum Dynkin game problems. The results I will highlight include
sufficient conditions under which such a game admits a value and a saddle point and a characterization of the value of the game in terms of a specific class of doubly reflected backward stochastic differential equations (BSDEs) of mean-field type. Moreover,
a corresponding system of weakly interacting values of zero-sum Dynkin games is introduced and is shown to converge to the value of the zero-sum mean-field Dynkin game. In particular, a propagation of chaos result is derived.
This is a joint work with Roxana Dumistrescu.
Date and time: Monday February 28, 17:30-18:30 (Rome time zone).
|
Zoom is the leader in modern enterprise video communications, with an easy, reliable cloud platform for video and audio conferencing, chat, and webinars across mobile, desktop, and room systems. Zoom Rooms is the original software-based conference room solution
used around the world in board, conference, huddle, and training rooms, as well as executive offices and classrooms. Founded in 2011, Zoom helps businesses and organizations bring their teams together in a frictionless environment to get more done. Zoom is
a publicly traded company headquartered in San Jose, CA.
us02web.zoom.us
|
This talk is a talk of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale.
Participation is free and welcome!
Best regards,
The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)