Special session "Optimal control and differential games in
economics"
Organizers: Alexey I. Smirnov (MSU/IIASA), Vladimir
Veliov (TU-Vienna) |
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18.06 Wednesday |
19.06 Thursday |
21.06 Saturday |
22.06 Sunday |
| 14:30 - 14:50 |
J. Engwerda
Necessary and sufficient conditions for solving cooperative differential
games |
F. Wirl
Markov strategies, patching, Inada conditions: uniqueness, indeterminacy
and conservation due to multiple equilibria |
T. Weber
Optimal control in contract design |
A. Petrov
System analysis of developing economy |
| 14:55 -
15:15 |
| 15:20 -
15:40 |
M. Galeotti
Innovative financial instruments for environmental protection: a game
theoretic approach |
S. Chukanov
Nonstationary process in the models of optimal economic dynamics
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S. Gabdrakhmanov
Dynamic R&D game with knowledge spillovers and heterogeneous firms |
E. Rovenskaya
Global economic growth optimization under natural catastrophes |
| 15:45 -
16:05 |
G. Fabbri
A viscosity solution approach to the infinite dimensional HJB equation
related to boundary control problem in transport equation |
| 16:10 -
16:30 |
L. Petrosyan
Optimal control and differential games in economics |
A. Rapaport
Review of recent results on scalar calculus of variations problems in
infinite horizon |
S. Sethi
Cooperative advertising and pricing in a dynamic stochastic supply chain:
feedback stackelberg strategies |
V. Vasin
Evolutionary games, utility functions and human reproduction |
| 16:35 -
16:55 |
| 16:55 -
17:15 |
COFFEE BREAK |
| 17:15 -
17:35 |
A. Lotov
Multicriteria optimal control
in economic decision problems |
A. Krasovskii, A. Tarasyev
Precision estimates for algorithms of construction of optimal trajectories
in problems with infinite horizon |
L. Lambertini
Oligopoly with hyperbolic demand and capital
accumulation |
C. Saglam
Optimal timing of regime switches:
a multi-stage optimal control analysis |
| 17:40 -
18:00 |
H. Dawid
Optimal foreign direct investment dynamics in the presence of technological
spillovers |
E. Grigorieva, E. Khailov
Hierarchical differential games between manufacturer and retailer |
| 18:05 -
18:25 |
O. Nikonov
Problems of static and dynamic
portfolio management in economics and finance |
A.
Fuernkranz-Prskawetz
Health, survival and consumption over the life cycle: individual versus
social optimum
and the role of externalities |
V. Veliov
Dynamic optimization of heterogeneous population and economic systems |
| 18:30 -
18:50 |
S. Faggian
Dynamic programming for infinite horizon boundary
control problems
for optimal Investment with vintage capital |
R. Boucekkine
Optimal dynamics in two-sector models
with endogenous growth:
a special-functions-based approach |
S. Aseev, A. Kryazhimskiy
The infinite-horizon Pontryagin maximum principle and its applications in
mathematical economics |
I. Bykadorov
Optimal piecewise constant trade discount policies |
| 18:55 -
19:15 |
F. Gozzi
Optimal control of delay differential equations
and applications to economics |
N. Zenkevich
Modeling of dynamic stable joint venture under uncertainty |
V. Arkin
Optimal stopping problems for diffusion processes and investment under
uncertainty:
a variational approach |
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| 19:20 - 19:40 |
F. Wagener, T.
Kiseleva
Bifurcations of optimal vector fields in economic
optimisation problems |
A.
Zyatchin
Bayesian equilibrium in a differential game with stochastic dynamics |
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English
