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
https://us02web.zoom.us/j/2616756988
IRA = Institute du Risque et de l'Assurance du Mans
Organizing Commitee:
Mohamed Mnif - Anis Matoussi - Sadok Kallel
Scientific Commitee:
Mohamed Mnif - Anis Matoussi
Sponsors:
MIMS