Workshop: “ODOSP25: One day on Optimal Stopping Problems”
Friday, September 19th, 2025 - Room 7B1
The workshop aims to explore recent developments in optimal stopping problems and their applications, with a focus on financial mathematics and broader contexts such as economics, engineering, and data science. Central themes will include connections with optimal control theory, including stochastic and singular control, as well as emerging links to mean field problems and game-theoretic approaches.
The event is designed to foster interaction between researchers working at the intersection of probability theory, partial differential equations, and applied mathematics. We particularly welcome the participation of young researchers and PhD students, and aim to create a stimulating environment for discussing open problems and future research directions.
