Nstitute for M Athematics and Its a Pplications
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چکیده
We will discuss the regularity theory and the geometry of the free boundary for free boundary problems of obstacle type, but without positivity assumptions, for instance the Pompeiu problem 4:15–5:00 pm Wendell Fleming Brown University Risk Sensitive Stochastic Control Abstract: Risk sensitive control provides a link between deterministic and stochastic modelling of disturbances in control systems. Connections with differential games, large deviations theory, parabolic partial differential equations and mathematical finance will be mentioned. The lecture is intended to be accessible to a rather broad audience. Risk sensitive control provides a link between deterministic and stochastic modelling of disturbances in control systems. Connections with differential games, large deviations theory, parabolic partial differential equations and mathematical finance will be mentioned. The lecture is intended to be accessible to a rather broad audience. 5:30 pm Reception Radisson Hotel
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