Cari colleghi,

vi annuncio che giovedì 14 Maggio 2015, alle ore 15 precise, presso la sala conferenze dell’IMATI-CNR di Pavia, il

Dr. Petr Veverka (Politecnico di Milano)

terrà un seminario dal titolo:

STOCHASTIC MAXIMUM PRINCIPLE FOR NEAR-OPTIMALITY AND ITS APPLICATION TO FORWARD-BACKWARD STOCHASTIC SYSTEMS WITH JUMPS

Abstract.

In the talk, Zhou's near-optimal stochastic maximum principle will be recalled and used for deriving the necessary and sufficient conditions for near-optimality of controlled nonlinear stochastic systems governed by Forward-Backward Stochastic Differential Equation with jumps. The result is a joint work of P.V., M. Hafayed and S. Abbas.