Financial and Actuarial Mathematics, TU Wien, Austria TU Wien FAM
 

Program of the RTN-Workshop from June 5 to June 8, 2006 in Vienna:

!! Location is indicated right under the day !!

!! Conference Dinner is on Tuesday at 7 pm !!
 
 

For your talks you will have nice blackboards, a beamer (data projector) and an overhead projector. If you come with your computer we can plug and play the talk, if you came with a USB-stick, we can use our own laptop!

Monday
HS 16 Karl von Terzaghi
Tuesday
HS 16 Karl von Terzaghi
Wednesday
FH HS 2
Thursday
FH HS 2
9.15-10.00 Jan van Neerven (Lecture): Regularity of solutions of parabolic stochastic evolution equations Heinz Schättler (Lecture): Optimal Control for Systems with Order 1 State Space Constraints Heinz Schättler (Lecture):
Optimal Control for Systems with Order 1 State Space Constraints
Aurelian Cernea: Some 2nd order necessary conditions for differential-difference inclusion problems
10.15-11.00 Jan van Neerven (Lecture):
Regularity of solutions of parabolic stochastic evolution equations
Patrick Saint-Pierre (Lecture):
Controlling complex dynamical systems: from theory to applications
Heinz Schättler (Lecture): Optimal Control for Systems with Order 1 State Space Constraints Helene Frankowska (Lecture): First order optimality conditions for problems under state constraints
11.15-12.00 Mark Veraar (Lecture):
Regularity of solutions of parabolic stochastic evolution equations
Patrick Saint-Pierre (Lecture):
Controlling complex dynamical systems: from theory to applications
Patrick Saint-Pierre (Lecture):
Controlling complex dynamical systems: from theory to applications
Helene Frankowska (Lecture): First order optimality conditions for problems under state constraints
12.00-14.00 Lunch Break Lunch Break Lunch Break Lunch Break
14.15-15.00 Birgit Jacob: On observability of linear evolution equations Gianmario Tessitore (Lecture):
Viability for SDEs in infinite dimensions
Michael Kupper: Time-consistency of indifference prices and monetary utility functions Anna Ochal: A trial of unification in contact mechanics which leads to differential inclusion
15.15-16.00 Jan Maas: A non-symmetric version of Meyer's inequality in infinite dimension Gianmario Tessitore (Lecture):
Viability for SDEs in infinite dimensions
Nizar Touzi (Lecture): Second order backward SDEs, fully nonlinear PDEs and application to liquidity cost Dan Goreac: Approximate Controllability for linear SDE with control acting on noise
16.15-17.00 Balint Farkas: Maximal Regularity for Kolmogorov Operators with respect to invariant measures Ingo Bulla: Stochastic Taylor Expansion and Stochastic Viscosity Solutions for Nonlinear Stochastic Partial Differential Equations Nizar Touzi (Lecture): Second order backward SDEs, fully nonlinear PDEs and application to liquidity cost Thomas Lorenz: A viability theorem for shape evolutions
17.15-18.00 Andras Batkai: Delay equations in $L^p$-history spaces Piernicola Bettiol: Hölder continuity of adjoint states and optimal controls under state constraints Bernhard Haak: Weighted norm comcepts in control theory and applications Elsa Marchini: Existence and Lipschitz Regularity of Solutions to Bolza Problems in optimal Control