All events are in Central time unless specified.

Friday, April 29

Khai Nguyen, North Carolina State University

Differential Game Models of Optimal Debt Management

Date: Time: 4:00 pm–4:50 pm Location: Avery Hall
I will present recent results on game theoretical formulation of optimal debt management problems in an infinite time horizon with exponential discount, modeled as a noncooperative interaction between a borrower and a pool of risk-neutral lenders. …
This event originated in Math Colloquia.