Optimal Stopping ProblemsSpeaker : Hyeng-Keun Koo
Professor / Ajou University
I will discuss optimal stopping problems arising from the theory of consumption and portfolio choice, political economy, and game theory. I will also show how an optimal stopping problem, in general, is related to a backward stochastic partial differential variational inequality(BSPDVI).
Audience : Faculty, Graduate student
Department : School of Business Administration
Staff : Hye-jin Kim
Contact : 217-3666