Workshop on Stochastic Games, Equilibrium, and Applications to Energy & Commodities Markets
Overview
The workshop will address the recent developments in stochastic games in the context of commodity markets. Relevant challenges include understanding of the oligopolistic and game theoretic effects in energy production, carbon emission trading schemes, climate change mitigation and environmental risk transfer. New mathematical tools such as mean-field games, fully nonlinear stochastic differential games and backward-forward stochastic dfferential equations are being developed for these tasks. The workshop will present the latest state-of-the-art and explore outstanding problems.
Schedule
13:15 to 14:15 |
Mike Ludkovski, UC Santa Barbara Location:Fields Institute, Room 230 |
14:15 |
Mireille Bossy, INRIA Location:Fields Institute, Room 230 |
15:30 to 16:15 |
Talat Genc, University of Guelph Location:Fields Institute, Room 230 |
16:15 to 16:40 |
Daniel Lacker, Princeton University Location:Fields Institute, Room 230 |
16:40 |
Nina Lange, Copenhagen Business School Location:Fields Institute, Room 230 |
09:00 to 09:45 |
Minyi Huang, Carleton University Location:Fields Institute, Room 230 |
09:45 |
François Delarue, Université de Nice Sophia-Antipolis Location:Fields Institute, Room 230 |
11:00 to 11:45 |
Ronnie Sircar, Princeton University Location:Fields Institute, Room 230 |
11:45 |
Emmanuel Leclercq, Swiss Finance Institute @ EPFL Location:Fields Institute, Room 230 |
13:30 to 14:15 |
Frank Wolak, Stanford University Location:Fields Institute, Room 230 |
14:15 |
Daniel Schwarz, Carnegie Mellon University Location:Fields Institute, Room 230 |
15:30 to 16:00 |
Xuwei Yang, University of California, Santa Barbara Location:Fields Institute, Room 230 |
16:00 |
Bilkan Erkmen, Two Sigma Investments Location:Fields Institute, Room 230 |
09:00 to 09:45 |
Sebastian Jaimungal, University of Toronto Location:Fields Institute, Room 230 |
09:45 to 10:10 |
Shilei Niu, University of Waterloo Location:Fields Institute, Room 230 |
10:10 to 11:00 |
Nicolas Langrené, Université Paris Diderot Location:Fields Institute, Room 230 |
11:00 to 11:45 |
Antony Ware, University of Calgary Location:Fields Institute, Room 230 |
11:45 |
Ulrich Horst, Humboldt University of Berlin Location:Fields Institute, Room 230 |