A Symposium on Optimal Stopping

该奖项支持参加2018年6月25日至29日在德克萨斯州休斯敦莱斯大学举行的国际研讨会，题为“最佳停止研讨会”。研讨会的目的是将参与者带到最佳停车数学理论的研究前沿，并促进进一步的研究。该活动旨在鼓励年轻的美国研究人员在最佳停止方面进行研究，并为更多资深研究人员提供巩固经验和形成新的研究合作的机会。此外，会议将发展未来的研究途径，应该有利于研究人员在以下领域工作：数学和数值分析（偏微分方程，偏积分-微分方程，边值问题，自由边界问题）；金融和保险数学（尤其是半鞅市场中的奇异期权定价和信用风险）；统计（特别是顺序测试、最快检测和最优预测）；和物理（特别是两相问题，包括障碍问题和熔化和凝固问题）。研讨会包括六个主题：1)数学物理中最优停止问题与自由边界问题的联系；2)最优停车问题的求解方法，特别是非线性方法；3)最优止损在美式期权、信用风险、博弈论中的应用；4)最优停止在顺序测试、最快速检测、规律性问题、隐藏目标检测、最优预测中的应用；5)非线性约束最优停车；(6)最优停止与随机控制和随机过程的统计推断的联系。主讲人包括S. Asmussen（奥胡斯大学）、N.H. Bingham（伦敦帝国理工学院）、S. Jacka（华威大学）、I. Karatzas（哥伦比亚大学）、G. Peskir（曼彻斯特大学）、P. Salminen （Abo Akademi）、D. Siegmund（斯坦福大学）和N. Touzi（巴黎综合理工学院）。更多信息可访问会议网页：www.optimalstopping.com.This该奖项反映了NSF的法定使命，并通过使用基金会的知识价值和更广泛的影响审查标准进行评估，认为值得支持。

This award supports participation in an international symposium at Rice University in Houston, Texas, held June 25-29, 2018, entitled "A Symposium on Optimal Stopping." The symposium is designed both to bring participants to the frontiers of research in the mathematical theory of optimal stopping as well as to stimulate further research. The event aims to encourage young U.S. researchers to pursue research in optimal stopping and offers the opportunity to more senior researchers to consolidate their experiences and to form fresh research collaborations. In addition, the meeting will develop future avenues for research that should benefit researchers working in the fields of: mathematical and numerical analysis (partial differential equations, partial integro-differential equations, boundary value problems, free boundary problems); financial and insurance mathematics (particularly exotic option pricing in semimartingale markets and credit risk); statistics (particularly sequential testing, quickest detection, and optimal prediction); and physics (particularly two-phase problems including obstacle problems and problems of melting and solidification).The symposium encompasses six themes: 1) The connection between optimal stopping problems and free-boundary problems in mathematical physics; 2) Methods of solution for optimal stopping problems, in particular nonlinear methods; 3) Applications of optimal stopping to American type options, credit risk, and game theory; 4) Applications of optimal stopping to sequential testing, quickest detection, regularity problems, detection of hidden targets, and optimal prediction; 5) Nonlinear and constrained optimal stopping; and 6) Connections of optimal stopping to stochastic control and to statistical inference for stochastic processes. Keynote speakers include S. Asmussen (Aarhus University), N.H. Bingham (Imperial College London), S. Jacka (University of Warwick), I. Karatzas (Columbia University), G. Peskir (University of Manchester), P. Salminen (Abo Akademi), D. Siegmund (Stanford University), and N. Touzi (Ecole Polytechnique). More information is available on the conference webpage: www.optimalstopping.com.This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.