Leeds Winter School on Theory and Practice of Optimal Stopping and Free Boundary Problems.

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From Monday 13 January 2020 -  09:00am
To Friday 17 January 2020 - 05:00pm

Location School of Mathematics University of Leeds, Leeds LS2 9JT

About the event:

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.
On Wednesday 15th of January there will be a full day workshop on a broad range of topics related to optimal stopping and stochastic control. We strongly encourage attendees of the winter school to submit a contributed talk at the time of their registration.

Full information available at the following link:  https://conferences.leeds.ac.uk/osfbp/

Registration is free but compulsory by the 15th of December (see details at https://conferences.leeds.ac.uk/osfbp/registration/ )

Organiser Name Tiziano De Angelis

Email Address This email address is being protected from spambots. You need JavaScript enabled to view it.

Organising Group(s) School of Mathematics at the University of Leeds and the RSS Applied Probability Section





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