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May 6, 2022
May 6, 2022
9:00- 9:45
Zero-sum Dynkin games: from full to partial information
Zero-sum Dynkin games: from full to partial information
Tiziano De Angelis
10:00 - 10:25
Variational inequalities on unbounded domains for zero-sum singular-controller vs. stopper games
Variational inequalities on unbounded domains for zero-sum singular-controller vs. stopper games
Andrea Bovo
10:25 - 10:50
A constrained stochastic differential game application: Bancassurance
A constrained stochastic differential game application: Bancassurance
Emel Savku
Coffee Break 10:50 - 11:30
11:30 - 11:55
A resource extraction problem with possible fraud
A resource extraction problem with possible fraud
Alessandro Milazzo
11:55 - 12:20
Deep Learning and Mean Field Optimal Control from a Stochastic Optimal Control perspective
Deep Learning and Mean Field Optimal Control from a Stochastic Optimal Control perspective
Matteo Garbelli
12:20 - 12:45
Wasserstein perturbations of Markovian transition semigroups
Wasserstein perturbations of Markovian transition semigroups
Max Nendel
Lunch Break 12:45 - 14:15
14:15 - 15:00
Model-independence in a fixed-income market via weak optimal transport
Model-independence in a fixed-income market via weak optimal transport
Beatrice Acciaio
15:00 - 15:25
Regularized unbalanced optimal transport as entropy minimization with respect to branching Brownian motion
Regularized unbalanced optimal transport as entropy minimization with respect to branching Brownian motion
Hugo Lavenant
15:25 - 15:50
A regularized Kellerer theorem in arbitrary dimensions
A regularized Kellerer theorem in arbitrary dimensions
Benjamin Robinson
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