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CALSCALE:GREGORIAN
X-WR-CALNAME:Mathematical Finance Colloquium: A singular mean field optimal
  stopping problem
X-WR-TIMEZONE:Pacific Time (US & Canada)
BEGIN:VEVENT
DTSTAMP:20260606T071600Z
UID:tag:localist.com\,2008:EventInstance_48040398085625
DTSTART:20241118T220000Z
DTEND:20241118T230000Z
DESCRIPTION:Xihao He\, University of Michigan\n\n[in-person and Zoom]\n\nTi
 tle: A singular mean field optimal stopping problem\n\n\nAbstract: The wor
 k considers a mean field optimal stopping problem with a singular coeffici
 ent in objective function. The corresponding large population problem is d
 eeply related with quickest detection problem\, which aims to study effici
 ent detection of abrupt changes in the statistical behavior of streaming d
 ata\, and it is a fundamental problem arising in many fields of engineerin
 g\, in finance\, in the natural and social sciences\, and even in the huma
 nities. The goal is to establish the regularity of the value function\, dy
 namic programming principle\, limit theory\, and derive the corresponding 
 obstacle PDE problem (a variant of HJB equation).\n\n\nJoin Zoom Meeting: 
 https://usc.zoom.us/j/94973619069?pwd=VnU5bVlMc1pzVTlEYUVaZUYyNSt6UT09\n\n
 Meeting ID: 949 7361 9069  \nPasscode: 925028
GEO:34.022409;-118.291027
LOCATION:Kaprielian Hall (KAP)\, 414
SUMMARY:Mathematical Finance Colloquium: A singular mean field optimal stop
 ping problem
URL;VALUE=URI:https://calendar.usc.edu/event/mathematical-finance-colloquiu
 m-a-singular-mean-field-optimal-stopping-problem
CATEGORIES:Lecture / Talk / Workshop
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