Stochastics Seminar - Matteo Basei

Matteo Basei, Industrial Engineering and Operations Research Department, University of California at Berkeley

Nonzero-sum stochastic differential games with impulse controls

We consider a general class of nonzero-sum impulsive games with N players. By means of a suitable system of quasi-variational  inequalities, we provide a verification theorem for the equilibrium  strategies and the value functions of the game. In particular, we focus on the regularity conditions required by the theorem. We then  present some practical applications. Finally, we focus on some ongoing  extensions and generalizations.

Thursday, September 20, 2018 at 11:00am to 12:00pm


Engineering Center, ECOT 226
1111 Engineering Drive, Boulder, CO 80309

Event Type

Colloquium/Seminar

Interests

Science & Technology, Research & Innovation

Audience

Faculty, Students, Graduate Students, Postdoc

College, School & Unit

Engineering & Applied Science

Group
Applied Mathematics
Subscribe
Google Calendar iCal Outlook