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BEGIN:VEVENT
UID:www.tcs.tifr.res.in/event/767
DTSTAMP:20230914T125937Z
SUMMARY:Continuous-time Principal-Agent Problem: A Stackelberg Stochastic D
 ifferential Game
DESCRIPTION:Speaker: Nizar Touzi (Ecole Polytechnique\nCentre de Mathematiq
 ues Appliquees\nUMR CNRS 7641\n91128 Palaiseau Cedex\nFrance)\n\nAbstract:
  \nWe provide a systematic method for solving general Principal-Agent prob
 lems. Our main result reduces such Stackelberg stochastic differential gam
 es to a standard stochastic control problem\, which may be addressed by th
 e standard tools of control theory. Our proofs rely on the backward stocha
 stic differential equations approach to non-Markovian stochastic control\,
  and more specifically\, on the recent extensions to the second order case
 .\n
URL:https://www.tcs.tifr.res.in/web/events/767
DTSTART;TZID=Asia/Kolkata:20170404T160000
DTEND;TZID=Asia/Kolkata:20170404T170000
LOCATION:A-201 (STCS Seminar Room)
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