Probabilités, Statistiques, Contrôle

Event type: Seminar (Séminaire Probabilités, Statistiques, Contrôle)
Start at: june 15, 2015
Place: 14h30, Salle 2.3.20
Link: Page Web du Séminaire
Responsible team: OC

  • 14h30 - [Shiqi SONG] (Evry).

        Invariance time and BSDE with self-dependent terminal condition.
  • 15h30 - Café et discussion.

  • 16h00 - [Elena BANDINI] (Politecnico Milano et ENSTA ParisTech)

         Optimal control of non-diffusive stochastic processes: 
         constrained BSDE representation of the value function​.