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Program
Special session "Optimal control and differential games in economics"
Organizers: Alexey I. Smirnov (MSU/IIASA), Vladimir Veliov (TU-Vienna)
18.06 Wednesday 19.06 Thursday 21.06 Saturday 22.06 Sunday
14:30 - 14:50 J. Engwerda
Necessary and sufficient conditions for solving cooperative differential games
F. Wirl
Markov strategies, patching, Inada conditions: uniqueness, indeterminacy and conservation due to multiple equilibria
T. Weber
Optimal control in contract design
A. Petrov
System analysis of developing economy
14:55 - 15:15
15:20 - 15:40 M. Galeotti
Innovative financial instruments for environmental protection: a game theoretic approach
S. Chukanov
Nonstationary process in the models of optimal economic dynamics
S. Gabdrakhmanov
Dynamic R&D game with knowledge spillovers and heterogeneous firms
E. Rovenskaya
Global economic growth optimization under natural catastrophes
15:45 - 16:05 G. Fabbri
A viscosity solution approach to the infinite dimensional HJB equation related to boundary control problem in transport equation
16:10 - 16:30 L. Petrosyan
Optimal control and differential games in economics
A. Rapaport
Review of recent results on scalar calculus of variations problems in infinite horizon
S. Sethi
Cooperative advertising and pricing in a dynamic stochastic supply chain: feedback stackelberg strategies
V. Vasin
Evolutionary games, utility functions and human reproduction
16:35 - 16:55
16:55 - 17:15 COFFEE BREAK
17:15 - 17:35 A. Lotov
Multicriteria optimal control
in economic decision problems
A. Krasovskii, A. Tarasyev
Precision estimates for algorithms of construction of optimal trajectories in problems with infinite horizon
L. Lambertini
Oligopoly with hyperbolic demand and capital accumulation
C. Saglam
Optimal timing of regime switches:
a multi-stage optimal control analysis
17:40 - 18:00 H. Dawid
Optimal foreign direct investment dynamics in the presence of technological spillovers
E. Grigorieva, E. Khailov
Hierarchical differential games between manufacturer and retailer
18:05 - 18:25 O. Nikonov
Problems of  static and dynamic portfolio management in economics and finance
A. Fuernkranz-Prskawetz
Health, survival and consumption over the life cycle: individual versus social optimum
and the role of externalities
V. Veliov
Dynamic optimization of heterogeneous population and economic systems
18:30 - 18:50 S. Faggian
Dynamic programming for infinite horizon boundary control problems
for optimal Investment with vintage capital
R. Boucekkine
Optimal dynamics in two-sector models
with endogenous growth:
a special-functions-based approach
S. Aseev, A. Kryazhimskiy
The infinite-horizon Pontryagin maximum principle and its applications in mathematical economics
I. Bykadorov
Optimal piecewise constant trade discount policies
18:55 - 19:15 F. Gozzi
Optimal control of delay differential equations
and applications to economics
N. Zenkevich
Modeling of dynamic stable joint venture under uncertainty
V. Arkin
Optimal stopping problems for diffusion processes and investment under uncertainty:
a variational approach
 
19:20 - 19:40 F. Wagener, T. Kiseleva
Bifurcations of optimal vector fields in economic optimisation problems
A. Zyatchin
Bayesian equilibrium in a differential game with stochastic dynamics
 
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