Optimal control and differential games in economics

A special session at the

International conference on Differential Equations and Topology
dedicated to the centennial Anniversary of L.S. Pontryagin

Moscow, June 17-22, 2008


  • (MSU / IIASA)
  • (TU-Vienna)
  • List of confirmed invited speakers:

  • V. Arkin, A. Slastnikov (Moscow/Russia)
        Optimal Stopping for Diffusion Process and Investment under Uncertainty: Variational Approach

  • S. Aseev, A. Kryazhimskiy (Moscow/Russia, Vienna/Austria)
        The Infinite-Horizon Pontryagin Maximum Principle and its Applications in Mathematical Economics

  • R. Boucekkine (Louvain-la-Neuve/Belgium)
        Optimal Dynamics in Two-Sector Models with Endogenous Growth: a Special-Functions-Based Approach

  • S. Chukanov (Moscow/Russia)
        Nonstationary Processes in the Models of Optimal Economic Dynamics

  • H. Dawid (Bilefeld/Germany)
        Optimal Foreing Direct Investment Dynamics in the Presence of Technological Spillovers

  • E. Dockner (Vienna/Austria)

  • J. Engwerda (Tilburg/Holland)
        Necessary and Sufficient Conditions for Solving Cooperative Differential Games

  • S. Faggian(Casamassima/Italy)
        Dynamic Programming for Infinite Horizon Boundary Control Problems for Optimal Investment with Vintage Capital

  • A. Fuernkranz-Prskawetz (Vienna/Austria)
        Health, Survival and Consumption over the Life Cycle: Individual versus Social Optimum and the Role of Externalities

  • S. Gabdrakhmanov (Moscow/Russia)
        Dynamic R\&D Game With Knowledge Spillovers and Heterogeneous Firms

  • M. Galeotti (Florence/Italy)
        Innovative Financial Instruments for Environmental Protection: a Game Theoretic Approach

  • F. Gozzi (Roma/Italy)
        Optimal Control of Delay Differential Equations and Applications to Economics

  • E. Grigorieva, E. Khailov (Denton/USA, Moscow/Russia)
        Hierarchical Differential Games Between Manufacturer and Retailer

  • L. Lambertini (Bologna/Italy)
        Oligopoly with Hyperbolic Demand and Capital Accumulation

  • A. Lotov (Moscow/Russia)
        Multicriteria Optimal Control in Economic Decision Problems

  • O. Nikonov (Ekaterinburg/Russia)
        Problems of Static and Dynamic Portfolio Management in Economics and Finance

  • L. Petrosyan (St. Petersburg/Russia)
        Cooperative Differential Games and Applications in Resource Extraction, R&D and Joint Ventures

  • A. Petrov (Moscow/Russia)
        System Analysis of Developing Economy

  • A. Rapaport (Montpellier/France)
        Review of Recent Results on Scalar Calculus of Variations Problems in Infinite Horizon

  • C. Saglam (Ankara/Turkey)
        Optimal Timing of Regime Switches : A Multi-Stage Optimal Control analysis

  • S. Sethi (Richardson/USA)
        Cooperative Advertising and Pricing in a Dynamic Stochastic Supply Chain: Feedback Stackelberg Strategies

  • A. Tarasiev (Ekaterinburg/Russia)
        Precision Estimates for Algorithms of Construction of Optimal Trajectories in Problems with Infinite Horizon

  • A. Vasin (Moscow/Russia)
        Evolutionary Games, Utility Functions and Human Reproduction

  • V. Veliov (Vienna/Austria)
        Dynamic Optimization of Heterogeneous Population and Economic Systems

  • F. Wagener (Amsterdam/Holland)
        Bifurcations of Optimal Vector Fields in Economic Optimization Problems

  • T. Weber (Stanford/USA)
        Optimal Control in Contract Design

  • F. Wirl (Vienna/Austria)
        Markov Strategies, Patching, Inada Conditions: Uniqueness, Indeterminacy and Conservation Due to Multiple Equilibria

  • Last update: 18.03.2008