Tid: 29 september 2008 kl 15.15-17.00 .

Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!

Föredragshållare: Professor Saïd Hamadène, Université du Maine

Titel: Backward stochastic differential equations, optimal switching and variational inequalities with inter-connected obstacles

Sammanfattning: We will give an overview over the strong connection between backward stochastic differential equations, optimal switching and solutions of systems of variational inequalities with inter-connected obstacles. Applications to optimal management and control of power plants are highlighted.

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