Workshop on “Stochastic Games with Partial and Asymmetric Information”

“Workshop on Stochastic Games with Partial and Asymmetric Information”

The workshop will cover recent developments in stochastic differential games and Dynkin games in which players have access to different sources of information. Asymmetric information may stem from, e.g., the observation of different stochastic processes or partial knowledge of the structure of the game itself. In this framework one player may have an informational advantage on her opponent(s), in which case a central question is to determine the `value’ of such advantage and the corresponding optimal strategy for the informed player.

Provisional program (6th-7th July, Italian Time Zone GMT+2)

9:30 – 12:00     Morning talks
12:00 – 13:00   Break-out rooms
15:00 – 17:30    Afternoon talks
17:30 – 18:30    Break-out rooms

Guest speakers:

Luciano Campi, University of Milano – Title: Correlated equilibria and mean field games: a simple model

Doruk Cetement, Collegio Carlo Alberto – Title: Exit dilemma: the role of private learning on firm survival

Bualem Djehiche, KTH Stockholm – Title: Weakly interacting Snell envelopes and related mean-field reflected BSDEs

Fabien Gensbittel, Toulouse School of Economics – Title: Investment Timing and Technological Breakthroughs

Dino Gerardi, Collegio Carlo Alberto – Title: Delegation with endogeneous states

Said Hamadene, University of Le Mans – Title: epsilon-Nash Equilibria of a multi-player nonzero-sum Dynkin game in discrete time

Anna Jaskiewicz, University of Wroclaw – Title: Markov decision processes with quasi-hyperbolic discounting

Dharma Kwon, University of Illinois – Title: Competitive harvesting of common property renewable resources

Gechun Liang, University of Warwick – Title: Risk-sensitive Dynkin games with heterogeneous Poisson random intervention times

Ignacio Monzon, Collegio Carlo Alberto – Title: The perils of friendly oversight

Catherine Rainer, University of Brest – Title: On the optimal belief processes for continuous time Markov games with asymmetric information

Eilon Solan, University of Tel Aviv – Title: Markov games with incomplete information on one side

Organizers:

Tiziano De Angelis, University of Turin

Jan Palczewski, University of Leeds

Partners:

Collegio Carlo Alberto, University of Turin (Dept. ESOMAS), IFIP (WG 7.7)

Registration is now open, please click on the ‘Register here’ button in the top right corner of the page.