Financial/Actuarial Mathematics Date:  Thursday, September 29, 2011 Location:  3088 East Hall (3:00 PM to 4:00 PM) Title:  On the Multi-dimensional controller and stopper games Abstract:   We consider a zero-sum stochastic differential controller-and-stopper game in which the state process is a controlled diffusion evolving in a multi-dimensional Euclidean space. In this game, the controller affects both the drift and the volatility terms of the state process. Under appropriate conditions, we show that the game has a value and the value function is the unique viscosity solution to an obstacle problem for a Hamilton-Jacobi-Bellman equation. Speaker:  Yu-Jui Huang Institution:  University of Michigan Event Organizer:   Erhan Bayraktar    erhan@umich.edu   Edit this event (login required). Add new event (login required). For access requests and instructions, contact math-webmaster@umich.edu Back to previous page Back to UM Math seminars/events page.