Prof. Alberto Bressan [ The Pennsylvania State University ], will be hosted by the Computer Science Department of the University of Verona (Strada le Grazie, 15, Verona) the next 7th of March (2016), where he will give the following seminar

Non cooperative Differential Games

scheduled at the Green Hall, starting from 15:45, with the following abstract

The theory of noncooperative games provides a mathematical tool to describe interactions between two or more agents with different goals. It has found widespread applications in economics and management science.
The first part of this talk will review the basic definitions of Nash and Stackelberg solutions, based on the concept of "best reply".  
For games in continuous time,  equilibrium solutions can be found by studying a particular system of Partial Differential Equations. Within the talk, I shall explain how to derive these PDEs, and what are the main difficulties toward their solution.
Some current research directions will be discussed, together with applications. As an example, I shall present a model of optimal debt management, viewed as a noncooperative game between a borrower and a pool of lenders.

Here you can find more details:
http://www.di.univr.it/?ent=seminario&af=2017&ai=2015&gf=15&gi=15&id=3515&idC=70&list=PubblicazioniTitoloRisultati&mf=1&mi=10&ordine=2&rel=&lang=en

Do not hesitate to contact me for further infos: luca.dipersio@univr.it

Best,
         LuCa


__
Luca Di Persio - PhD
assistant professor of
Probability and Mathematical Finance

Dept. Informatics University of Verona
strada le Grazie 15 - 37134 Verona - Italy
Tel  :   +39  045  802 7968

Dept. Math  University of Trento
V. Sommarive, 14 - 38123 Povo - Italy
Tel  :   +39  0461  281686 

       
 


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