Workshop: Stochastic Dynamic Games with Applications in Economics and Finance
dedicated to the memory of Jean-Francois Mertens
Date: June 17 - 20, 2013
Venue: HIM lecture hall, Poppelsdorfer Allee 45
Organizers: Amir, Kifer, Riedel, and Vieille
This workshop was devoted to recent advances in the theory of dynamic/stochastic games and its applications in economics and finance. The scope of the workshop was construed very broadly and included in particular discrete-time and continuous-time models.
The workshop was dedicated to the memory of J.-F. Mertens who was a leading figure in game theory, an inspiring scholar to many of us, and a major contributor to this area of game theory.
The four days were organized along topical lines. The first day covered recent advances in the basic theory of stochastic games, including repeated games of incomplete information. The second day was dedicated to the general class of stopping games, and included papers dealing with theoretical issues as well as applications to investment and capacity expansion games in economics. The third day dealt with applications of the theory of dynamic games in finance, in particular game options. The fourth day was devoted to papers dealing with stochastic games with uncountable state space including economic applications.