Center for Interdisziplinary Research
 
 
Poster

ZiF Research Group Workshop

Strategic Aspects of Optimal Stopping and Control in Economics and Finance

Convenors: Frank Riedel (Bielefeld, GER), Giorgio Ferrari (Bielefeld, GER)

July 9–11, 2015

Behavior in financial markets is closely related to the mathematical theory of optimal control; portfolio purchases, consumption decisions, and the exercise of American options, to give a few examples, are all related to optimal control and optimal stopping problems.

The workshop Stategic Aspects of Optimal Stopping and Control in Economics and Finance discusses the latest developments in these topics with a particular emphasis on robust control and new ideas for strategic issues arising in this field. The workshop is thought as an informal forum for young researchers, as Ph.D. students, postdoctoral researchers, and young faculty members, to discuss their new results, exchange ideas, and further develop the study of optimal stopping, stochastic control, and dynamic games with applications to economics and finance. Senior researchers will give overview lectures on recent advances related to the field.

Participants

Luis H.R. Alvarez Esteban (Åbo, FIN), Samae Bagheri (Bielefeld, GER), Patrick Beißner (Bielefeld, GER), Lisa Bentrup (Bielefeld, GER), Maximilian Bierwirth (Bielefeld, GER), Sören Christensen (Kiel, GER), Oliver Claas (Bielefeld, GER), Tiziano De Angelis (Manchester, GBR), Samuel Drapeau (Shanghai, CHN), Salvatore Federico (Florence, ITA), Giorgio Ferrari (Bielefeld, GER), Fabien Gensbittel (Toulouse, FRA), Christine Grün (Toulouse, FRA), Evrim Gül (Bielefeld, GER), Tobias Hellmann (Bielefeld, GER), Ulrich Horst (Berlin, GER), Donika Jakupi (Bielefeld, GER), Torben Koch (Bielefeld, GER), Thomas Kruse (Essen, GER), Patrik Kryczmanik (Bielefeld, GER), Qian Li (Wuhan, CHN), Jesper Lund Pedersen (Copenhagen, DEN), Randall Martyr (Manchester, GBR), Pekka Matomäki (Åbo, FIN), Francesco Miglietta (Rome, ITA), Igor Muraviev (Bielefeld, GER), Lazar Obradović (Podgorica, MNE), Jinniao Qiu (Berlin, GER), Frank Riedel (Bielefeld, GER), Neofytos Rodosthenous (London, GBR), Christian Seel (Maastricht, NED), Mathias Staudigl (Bielefeld, GER), Jan-Henrik Steg (Bielefeld, GER), Lan Sun (Bielefeld, GER), Ludovic Tangpi Ndounkeu (Vienna, AUT), Corinna Vogelsang (Bielefeld, GER), Nikoleta van Welbergen (Bielefeld, GER)


(Photo: Felix Hüffelmann)



ZiF - Center for Interdisciplinary Research - Homepage > ZiF Research Groups > Robust Finance: Strategic Power, Knightian Uncertainty, and the Foundations of Economic Policy Advice > Robust Finance: Strategic Power, Knightian Uncertainty, and the Foundations of Economic Policy Advice >