[Sem-coll] Menger week activities and AM seminars/colloquim

George Skontos skougeo at iit.edu
Thu Apr 5 17:22:03 CDT 2007


Hello please join us for the festivities of Menger week and also the
following AM seminars/colloquium. Snacks and refreshment will be served
10 min prior to each talk. For more information on the events of Menger
week visit: 
http://math.iit.edu/events/menger2007.html#SCHEDULE

-------------------------------------------------------------------

Monday, April 9 4:30pm, WH 113
Speaker: Karl Sigmund (University of Vienna)
Title: Menger, Games, and Morals

One of the roots of game theory can be traced back to young Karl Menger
and his attempt, in the early 'thirties, to develop a formal,
mathematical way for dealing with moral norms. In the hands of Menger's
friend Oskar Morgenstern and John von Neumann, this played a catalytic
role for the analysis of rational behaviour in social and economic
interactions. After a long detour, a 'game theory without rationality'
originally intended to describe biological evolution has been found
useful in analysing human interactions in experimental economics. This
new approach, based on population dynamics and on learning models, deals
with quasi-universal concerns of fairness and the emergence of moral
norms. The theory thus returns, in unexpected ways, to some of the
problems motivating Karl Menger.

A member of the Austrian Academy of Science, Professor Sigmund is an
internationally known mathematician and a pioneer of evolutionary game
dynamics. In recent years, he has been interested in the history of
mathematics, especially the Vienna Circle. Professor Sigmund has
co-edited the works of Karl Menger.

---------------------------------------------------------------------------------

Monday, April 9 5:30pm

Presentation of the IIT Karl Menger Award for exceptional scholarship by
a student

---------------------------------------------------------------------------------

Wednesday, April 11 12:50-1:40pm, E1 121

Karl Sigmund's lunch with the math club

----------------------------------------------------------------------------------

Wednesday, April 11 4:30pm, E1 244

Speaker: Karl Sigmund (University of Vienna)
Title: How to Have a Successful Career as a Mathematician

----------------------------------------------------------------------------------

Wednesday, April 11 5:45pm, E1 241

Speaker: Stephane Crepey (University of Evry, France)
Title: About a class of doubly reflected BSDES

We solve a class of doubly reflected BSDEs arising naturally in the
study of Convertible Bonds in finance. A specificity of this class of
doubly reflected BSDEs is that the barriers are not separated, which
makes the problem non standard in the doubly reflected BSDEs literature.
In a generic Markovian set-up, we establish the connection between the
solution of the doubly reflected BSDE and the viscosity solution of a
related system of coupled double obstacle problems.




More information about the seminar-coll mailing list