Date: No date given

Loading map...

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/ )
 

Keywords: HDRUK

Venue: The Royal Statistical Society

City: London

Country: United Kingdom

Postcode: EC1Y 8LX

Organizer: Royal Statistical Society

Event types:

  • Workshops and courses


Activity log