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SUMMARY:Zero-sum optimal switching games motivated by energy applications 
 - Said Hamadene (Université du Maine)
DTSTART:20190220T150000Z
DTEND:20190220T160000Z
UID:TALK120214@talks.cam.ac.uk
CONTACT:INI IT
DESCRIPTION:\\author{S.Hamadene\, LMM\, Le Mans University\, France.\\\\ J
 ww:  R.Martyr (QMUL) and J.Moriary (QMUL).}   \\begin{abstract} 	In this p
 aper we study continuous-time two-player zero-sum optimal switching games 
 on a finite horizon. Using the theory of doubly reflected backward stochas
 tic differential equations (DRBSDE) with interconnected barriers\, we show
  that this game has a value and an equilibrium in the players&#39\; switch
 ing controls. \\end{abstract}
LOCATION:Seminar Room 2\, Newton Institute
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