Theory and Practice of Optimal Stopping and Free Boundary Problems
- Date: Monday 13 January 2020
- Location: University of Leeds
- Interval: Every day
- Until: Friday 17 January 2020
- Type: Conferences
- Cost: See website
This winter school is mainly aimed at PhD students and post-docs but participation is open to anyone with an interest in the subject.
The lectures will provide a comprehensive introduction to the theory of optimal stopping for Markov processes, including applications to Dynkin games, with an emphasis on the existing links to the theory of partial differential equations and free boundary problems. Alongside traditional lectures there will also be tutorial classes (4 hours) with a focus on solutions of specific problems.
Lectures will be delivered by:
- Erik Ekstrom (University of Uppsala): Optimal stopping games (7 hours)
- Damien Lamberton (Université Paris-Est – Marne-la-Vallée): Variational inequalities for optimal stopping (7 hours)
- Goran Peskir (University of Manchester): Optimal stopping and free-boundary problems (7 hours)
For further information and in order to register, please visit the Leeds Winter School on Theory and Practice of Optimal Stopping and Free Boundary Problems website.