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