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Workshop on
Theory and Applications of Stochastic Control and Optimization Politecnico di Milano October 12-14, 2000
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SECOND ANNOUNCEMENT
A three day workshop on Theory and
Applications of Stochastic Control and Optimization will be held at the
Department of Mathematics, Politecnico di Milano, from October 12 to October 14,
2000.
Invited Speakers Ioannis Karatzas, Columbia University, New York, Mete Soner, Koc University, Istanbul, William Sudderth, University of Minnesota, Minneapolis. Technical Program
Each speaker will give a series of lectures on the following topics: Ioannis Karatzas: "Some Stochastic
Optimization Problems in Mathematical Economics and Finance"
Mete Soner: “Super-replication and
the Bellman equation"
William Sudderth: "Strategic Market
Games and the Theory of Money"
Registration and
Accommodation
There will be no registration fee. For organizational purposes, participants who have not yet confirmed their presence at the workshop are invited to register on line at the workshop web page: Participants should arrange for their
own accommodation. A list of nearby hotels appears on the workshop web
page.
Further details may be found on the workshop web
page. For more information, please contact:
Organizing Committee
Cristina Cerutti, Lucia Ladelli,
Federico Marchetti,
Sandro Salsa,
Piercesare Secchi. |