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Host: Peking University
Sponsor: CIMPA-UNSA-UNESCO
Homepage: http://www-mathdoc.ujf-grenoble.fr/CIMPA/index.html
Email: cimpa@unice.fr
Organizers: Jean-Pierre Aubin (Université de Paris-Dauphine), Shi Shuzhong (Peking University)
Description:
1.Dynamical and control theoretical techniques in economic theory and viability theory.
2.Differential games, and concepts of conditional and guaranteed viability kernels.
3.Impulse control and hybrid systems in economics and finance.
4.Applications to evaluation of options.
5.Stochastic methods.
6.Stochastic viability.
7.The concrete functioning of financial markets.
Speakers: Jean-Pierre Aubin (Paris), Jean Cartelier (Paris), Nicole El Karoui (Paris), Halina Frankowska (Paris), Daniel Gabay (Paris), Dominique Pujal (Paris), Marc Quincampois (Brest), Patrick Saint-Pierre (Paris), Jerzy Zabczyk (Warsaw)
Date received: January 03, 2000
© 2008 Atlas Conferences Inc.