- Vivi Padova
- Il Bo
SEMINARIO DI EQUAZIONI DIFFERENZIALI E APPLICAZIONI
Venerdì 27 Novembre 2015 alle ore 11:30 in Aula 2AB40, Matteo Basei (Università di Padova) terrà un seminario dal titolo "Non-zero-sum stochastic differential games with impulse controls".
We consider a general class of non-zero-sum stochastic differential games with impulse controls. After defining a rigorous framework for such problems, we prove a verification theorem: if a couple of functions is regular enough and satisfies a suitable system of quasi-variational inequalities, it coincides with the value functions of the problem and a characterization of the Nash equilibria is possible. In particular, we focus on the importance of properly choosing the regularity conditions in the verification theorem. Finally, we outline an example of application of such techniques.
The talk is based on joint works with with R. Aid, G. Callegaro, L. Campi, T. Vargiolu.
Rif. Int. M. Bardi, C. Marchi, A. Cesaroni