School and Symposium on Optimal Stopping with Applications

Facilities are being made available for up to 50 participants toattend the School and up to 125 participants to attend the Symposium. A more detailed plan for the School is submitted as a separateproposal to LMS/EPSRC Short Instructional Courses Programme underthe title ``School on Optimal Stopping with Applications'' and thepresent proposal makes no request to finance the School. Each ofthe five days for the Symposium will have 2 keynote speakers (1hour each) and 8 sessions (30 mins each). The five days for theSymposium will be organised in 5 mini-workshops:1. General theory of optimal stopping: L. Snell, E. Dynkin2. Optimal stopping and free boundary problems: A. Friedman, S. Jacka3. Methods of solution: A. Shiryaev, L. Shepp4. Applications I (mathematical finance): F. Delbaen, H. Gerber5. Applications II (sequential testing, quickest detection, optimal prediction): D. Siegmund, M. DavisDuring the Symposium there will be rooms available for privatediscussions and other spontaneous group activities. Participantswill have access to all academic facilities (library etc.) and inaddition to that there will be a reading room where all participantscan display their recent preprints/reprints and/or posters.Special funds will be available for UK-based postgraduate students.