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Charles BERTUCCI (Université Paris-Dauphine) “Mean field games of optimal stopping and impulse control.”

October 1, 4:30 pm - 5:30 pm

1st Monday of each month

Time: 4:30 pm – 5:30 pm
Date: 01 th of Octobre 2018
Place: Room 3105

Charles BERTUCCI (Université Paris-Dauphine) “Mean Field Games of Optimal Stopping and Impulse Control.”

Abstract : This talk presents forward-backward systems of PDE associated to mean field games of optimal stopping. I will introduce the notion of mixed solutions of these MFG systems and present the assumptions under which the existence and the uniqueness of such solutions hold. If time permits, I will introduce the equivalent system in the case of impulse control.).

 

 

Details

Date:
October 1
Time:
4:30 pm - 5:30 pm
Event Categories:
,

Organizers

Caroline HILLAIRET
Peter TANKOV