Juan Pablo Maldonado Lopez

Juan Pablo Maldonado Lopez - UPMC

• Main host organisation: Université Pierre et Marie Curie - Paris VI, France
  
• Supervisor: Sylvain Sorin
• Secondment organisation: Università degli Studi di Padova, Italy
• Nationality: Mexican
• Fellowship duration: July 2011 - June 2014

• Background: Juan Pablo holds two master's degrees: a master in additive number theory from the Universidad Michoacana, Morelia, Mexico, obtained in 2009 and a master in industrial mathematics from the Technical University Kaiserslautern and Johannes Kepler University - Linz, Austria, obtained in 2011.

SADCO Project title: Convergence of discrete time games to continuous time games.

This project area concerns optimal control and differential games problems, which take account of discrete time phenomena (information lags, discrete disturbances and random events). The corresponding value function appears to satisfy a discretized version of a Hamilton-Jacobi type equation. The aim is to look at conditions under which a limiting equation is obtained, when the discretization interval tends to zero, and to identify it with the Hamilton-Jacobi equation of some continuous time problem. We shall study such limit behavior, in connection also with stochastic games and games with incomplete information.