Events & Calendar

Séminaire Modélisation Stochastique LAMSIN-MIMS-IRA
May 26, 2021 to May 26, 2021

Location : ONLINE 11H30-12H30

Séminaire Périodique LAMSIN-MIMS-IRA

Boualem Djehiche (KTH Royal Institute of Technology, Stockholm)

Title:  On a class of time-inconsistent optimal stopping problems

Abstract:   I will review some recent results on possible solutions to a class of time-inconsistent optimal stopping problems using one-dimensional continuous reflected backward stochastic Volterra-type integral equations whose well-posedness is also highlighted in the talk.  

Le séminaire se fera a distance, sur la plateforme ZOOM.  Le lien est disponible ci-dessous.

Time: May 26, 2021 11:30 PM Tunis

Join Zoom Meeting TBA

IRA = Institute du Risque et de l'Assurance du Mans

Organizing Commitee:
Mohamed Mnif - Anis Matoussi - Sadok Kallel

Scientific Commitee:
Mohamed Mnif - Anis Matoussi


List of participants to this conference
May 26, 2021 to May 26, 2021

No participants