IFIP TC7 System Modeling and Optimization

On the value of a time-inconsistent mean-field optimal stopping"

Aug 13, 2024, 9:00 AM

30m

Seminarraum 206 (Von-Melle-Park 8)

Contributed Talk MS 09: Stochastic Modeling and Control MS 09: Stochastic Modeling and Control

Speaker

Boualem Djehiche (KTH Royal Institute of Technology)

Description

I will review some recent results on optimal stopping and zero-sum Dynkin games problems for time-inconsistent models including recursive utility functions of mean-field type.