Mercoledì 7 Febbraio 2018 alle ore 14:30 nell'aula 3014 del Dipartimento di Matematica dell' Università di Milano-Bicocca il dottor James Ting Feng Yang (University of Sydney) terrà un seminario dal titolo:
Titolo: "A Survey into Singularly Perturbed Linear-Quadratic Stochastic Differential Games"
Abstract: The purpose of this survey is to gain a clear understanding to open questions with regards to linear-quadratic (LQ) stochastic differential games whereby the dynamics of the two players evolve at different speeds. Some interesting questions include the existence and uniqueness of Nash equilibrium and the formulation and convergence of the limiting system as the speed of the two players diverge. To do so, we examine recent literature in LQ stochastic differential game theory and singularly perturbed LQ optimal control theory. As the array of literature is rather small in these fields, we will also talk about some achievements in their non-linear counterparts.
Tutti gli interessati sono invitati a partecipare
cordiali saluti
Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca
Mercoledì 14 Febbraio 2018 alle ore 11:00 nell'aula 4096, IV piano, Edificio U7 dell’ Università degli Studi di Milano-Bicocca,
il Prof. Roy Cerqueti (Università di Macerata), terrà un seminario dal titolo: "Reliability and Risk Measurement in a Network Framework"
Abstract: In this talk we discuss some connections between reliability systems and risk measures on networks. Some financial applications taken from option theory and portfolio models will be also presented.
Tutti gli interessati sono invitati a partecipare.
Cordiali saluti, Valeria Bignozzi