Title: Dynamic programming for mean field optimal stopping
Prof Nizar Touzi (Ecole Polytechnique)
Abstract: We study the problem of optimal stopping of a population of mean field interacting McKean-Vlasov diffusions. The objective function depends on the distribution of the stopped process. We derive the dynamic programming equation for this problem as an obstacle equation on the Wasserstein space, and we characterize the nature of the optimal stopping rule.