Buongiorno a tutti,
Vorremmo segnalarvi che venerdì prossimo (14 Febbraio) in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di:
Stefan Ankirchner (Friedrich-Schiller-Universität Jena)
Title: Diffusion control ranking games
Date: February 14, 2025, at 11:00, room 2BC30
Abstract: The topic of the talk are stochastic differential games where each player can control the diffusion intensity of an individual state process, and the players whose final states are among the highest receive a fixed prize. We take a closer look at the 2 player case and the mean field version of the game. The talk is based on several papers written jointly with Nabil Kazi-Tani, Julian Wendt and Chao Zhou.
Vi aspettiamo numerosi!
Alberto Chiarini e Alekos Cecchin