Welcome to the 'Optimal Stopping Theory: Methods and Techniques' Reading Seminar, run by the students and postdocs of Columbia University.
This Spring we will continue studying Optimal Stopping Theory by reading various papers. Our talks will be held in-person in Columbia University on Fridays at 4:30 pm, the place will be announced later.
This seminar is the logical continuation of the seminar held in Fall 2024 - Optimal Stopping Theory: Methods and Techniques - Fall 2024.
If you would like to come or to be added on the mailing list, please email gg2793@columbia.edu.
| Date and time | Speaker | Title and abstract |
|---|---|---|
| Friday, January 24, 4:30 p.m. EDT | Tiziano De Angelis (University of Torino) | A probabilistic view on free boundary problems
I will give an overview of some results concerning optimal stopping that can be obtained by purely probabilistic methods. In particular I will consider finite-time horizon problems and illustrate peculiar properties of the optimal stopping boundary, arising from low regularity of the gain function. If time allows, I will also illustrate some recent results on the continuous differentiability of the optimal stopping boundary and the link between optimal stopping and Stefan problem. |
| Date and time | Speaker | Title and abstract |
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