Schedule of the Workshop "Stochastic Dynamic Games with Applications in Economics and Finance"
Monday, June 17
| 09:05 - 09:45 | S. Sorin (w. G. Vigeral), Existence of asymptotic value via comparison arguments |
| 09:50 - 10:30 | G. Vigeral, Some zero-sum stochastic games with compact action sets and no asymptotic value |
| 10:30 - 11:00 | Coffee break |
| 11:00 - 11:40 | F. Gensbittel, Repeated games with informational constraints |
| 11:45 - 12:25 | M. Staudigl (w. J.-H. Steg), Repeated games with imperfect public monitoring in continuous-time |
| 12:25 - 14:00 | Lunch break |
| 14:00 - 14:40 | N. Vieille (w. P. Cardaliaguet, C. Rainer and D. Rosenberg), dynamic games of incomplete information |
| 14:45 - 15:25 | J. Renault (w. F. Gensbittel), The value of Markov chain games with incomplete information on both sides |
| 15:30 - 16:10 | J. Flesch, Refinements of subgame perfect epsilon-equilibrium in games with perfect information |
| 16:10 - 16:40 | Coffee break |
Tuesday, June 18
| 09:05 - 09:45 | S. Rady (w. J. Hoerner), Strongly symmetric equilibria in bandit games |
| 09:50 - 10:30 | J.-H. Steg (w. F. Riedel and J. Thijssen), On mixed strategies for stochastic timing games |
| 10:30 - 11:00 | Coffee break |
| 11:00 - 11:40 | C. Gruen, Dynkin games with incomplete information |
| 11:45 - 12:25 | E. Solan (w. B. Tsirelson and N. Vieille), Random stopping times in stopping problems and stopping games |
| 12:25 - 14:35 | Lunch break |
| 14:35 - 15:15 | P. Kort (w. K. Huisman), Strategic capacity investment under uncertainty |
| 15:20 - 16:00 | S. Boyarchenko (w. S. Levendorskii), Preemption games under Levy uncertainty |
| 16:00 - 16:30 | Coffee break |
Wednesday, June 19
| 09:05 - 09:45 | G. Peskir (w. J. Pedersen), Optimal mean-variance selling strategies |
| 09:50 - 10:30 | M. Rutkowski, Multi-person game options in discrete and continuous time |
| 10:30 - 11:00 | Coffee break |
| 11:00 - 11:40 | S. Hamadene, The multi-player nonzero-sum Dynkin game in discrete-time |
| 11:45 - 12:25 | S. Crepey (w. J-F. Chassagneux and A. Rahal), Doubly reflected BSDEs with call protection and their approximation |
| 12:25 - 14:35 | Lunch break |
| 14:35 - 15:15 | Y. Dolinsky, Hedging of game options under model uncertainty in discrete time |
| 15:20 - 16:00 | Y. Kifer, Hedging of game options in discrete markets with transaction costs |
| 16:00 - 16:30 | Coffee break |
Thursday, June 20
| 09:05 - 09:45 | E. Balder, A general model for the study of Bayesian games |
| 09:50 - 10:30 | J. Hoerner (w. A. Bonatti), Searching for the right threshold |
| 10:30 - 11:00 | Coffee break |
| 11:00 - 11:40 | M. Peski (w. B. Szentes), Local stability of stationary equilibria |
| 11:45 - 12:25 | K. Ritzberger (w. L. Blume), Traps of Poverty and the Blessings of Wealth |
| 12:25 - 14:00 | Lunch break |
| 14:35 - 15:15 | F. Page (w. J. Resende), Approximable stochastic games and stationary Markov equilibria |
| 15:20 - 16:00 | R. Amir, Monotone equilibria for a class of stochastic games in economics |
| 16:10 - 16:40 | Coffee break |