BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Department of Economics | IP Paris - ECPv5.1.3//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:Department of Economics | IP Paris
X-ORIGINAL-URL:https://econ.ip-paris.fr
X-WR-CALDESC:Events for Department of Economics | IP Paris
BEGIN:VTIMEZONE
TZID:Europe/Helsinki
BEGIN:DAYLIGHT
TZOFFSETFROM:+0200
TZOFFSETTO:+0300
TZNAME:EEST
DTSTART:20250330T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0300
TZOFFSETTO:+0200
TZNAME:EET
DTSTART:20251026T010000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20251218T110000
DTEND;TZID=Europe/Helsinki:20251218T120000
DTSTAMP:20260410T115601
CREATED:20251215T090205Z
LAST-MODIFIED:20251215T090205Z
UID:15952-1766055600-1766059200@econ.ip-paris.fr
SUMMARY:Xin Zhang (NYU) "Exciting games and Monge-Ampère equations"
DESCRIPTION:Mathematical Finance\nTime: 11.00 am\nDate: 18th of December 2025\nRoom 3001 \nXin Zhang (NYU) “Exciting games and Monge-Ampère equations” \nAbstract: In this talk\, we consider a competition between d+1 players\, and aim to identify the “most exciting game” of this kind. This is translated\, mathematically\, into a stochastic optimization problem over  martingales that live on the d-dimensional sub-probability simplex  and terminate on the vertices of the simplex\, with a cost function related to a scaling limit of Shannon entropies. We uncover a surprising connection between this problem and the seemingly unrelated field of Monge-Ampère equations\, and identify the optimal martingale via a detailed analysis of boundary asymptotics of a Monge-Ampère equation. \nOrganizers:  Roxanna DUMITRESCU – Jean-François CHASSAGNEUX \n  \n
URL:https://econ.ip-paris.fr/event/xin-zhang-nyu-exciting-games-and-monge-ampere-equations/
CATEGORIES:Finance-Insurance,Mathematical Finance,Seminars
ATTACH;FMTTYPE=:
END:VEVENT
END:VCALENDAR