Overview



The Symposium will be organised in 5 mini-workshops or thematic days: 

  1. General theory of optimal stopping
  2. Optimal stopping and free boundary problems
  3. Methods of solution
  4. Applications I (Financial Mathematics)
  5. Applications II (Sequential Analysis).
The overall philosophy is to have all events in non-parallel mode in order to have maximum accessibility for all participants. Unlike standard conferences, we do not expect the participants to go to all talks, but offer, and strongly encourage, the possibility of private discussions and spontaneous break-out sessions. For this we will introduce a common reading room where all participants can display their recent preprints/reprints, and we will also provide a suite of rooms for private discussions and working sessions. 

Each of the mini-workshops is devoted to a thematically related topic within the wider field of optimal stopping. Both the morning and afternoon session of each mini-workshop will start with a keynote speaker (1 hour) and continue with four sessions (30 mins each). The keynote speaker will review the history and highlight recent significant breakthroughs.

The list of speakers for the Symposium includes 50 names. The total number of participants is limited by the size of the lecture theatre and shall not exceed 125. 

A brief breakdown of the main areas of activity for the Symposium can be found in the Programme.