Program
Monday, December 18
Monday, December 18
- 09:00 - 09:15 Welcoming Address
- 09:15 - 10:30 Ioannis Karatzas, Some Explicitly Solvable Games of Control and Stopping
- 10:30 - 11:00 - Coffee Break -
- 11:00 - 11:45 Goran Peskir, Nonlinear Optimal Stopping and Nonlinear Optimal Control
- 11:45 - 12:30 David Hobson, Optimal Stopping, Prospect Theory and Naive Agents
- 12:30 - 14:00 - Lunch -
- 14:00 - 14:45 Salvatore Federico, Irreversible Investment with Fixed Adjustment Costs: A Stochastic Impulse Control Approach
- 14:45 - 15:30 Benoît Chevalier-Roignant, Sequential Capacity Expansion Options
- 15:30 - 16:15 Christoph Belak, Non-Smooth Verification for Impulse Control Problems
- 16:15 - 16:45 - Coffee Break -
- 16:45 - 17:30 Paavo Salminen, Optimal Stopping of Diffusions with Exceptional Points
- 17:30 - 18:15 Mihail Zervos, Optimal Stopping of One-dimensional Diffusions with Generalised Drift
- from 18:15 - Wine Reception at Haus Wellensiek -
Tuesday, December 19
Tuesday, December 19
- 09:30 - 10:45 Shige Peng, BSDE and Reflected BSDE driven by G-Brownian Motion
- 10:35 - 11:15 - Coffee Break -
- 11:15 - 12:00 Bernt Øksendal, Singular Control and Optimal Stopping of Memory Mean-Field Processes
- 12:00 - 12:45 Tiziano De Angelis, Probabilistic Results on Regularity of Optimal Stopping Boundaries
- 12:45 - 14:30 - Lunch -
- 14:30 - 15:15 Saïd Hamadène, On the Existence of a Value of Zero-sum Switching Games with General Switching Costs
- 15:15 - 16:00 Jan-Henrik Steg, Symmetric Equilibria in Stochastic Timing Games
- 16:00 - 16:30 - Coffee Break -
- 16:30 - 17:15 Christine Grün, On Games with Asymmetric Information
- 17:15 - 18:30 - Christmas Market in the City Center (self paid) -
- from 18:30 - Dinner with the Speakers in the city center at Restaurant "Jivino" -
Wednesday, december 20
Wednesday, december 20
- 09:00 - 09:45 Neofytos Rodosthenous, Beating the Omega Clock: Optimal Strategies for Nervous and Impatient Investors
- 09:45 - 10:15 - Coffee Break -
- 10:15 - 11:00 Denis Belomestny, Optimal Stopping under Uncertainty and without Time Consistency
- 11:00 - 11:45 Philipp Strack, Never, Ever Getting Started: On Prospect Theory without Commitment
- 11:45 - 12:00 Concluding Remarks
- from 12:00 - Lunch -