Workshop on Optimal Stopping and Its Applications
(14-15 September, 2026)
The University of Manchester
The Department of Mathematics at the University of Manchester will host a two-day workshop on Optimal Stopping, featuring 12 invited talks and opportunities for poster presentations. A central aim of the workshop is to support UK early‑career researchers and PhD students by providing access to current research trends, opportunities to present their work, and direct interaction with established experts.
Invited speakers
- Anna Battauz (Bocconi University)
- Sören Christensen (Christian-Albrechts University Kiel)
- Alexander Cox (University of Bath)
- Erik Ekström (Uppsala University)
- Philip Ernst (Imperial College London)
- Miryana Grigorova (University of Warwick)
- David Hobson (University of Warwick)
- Saul Jacka (University of Warwick)
- John Moriarty (Queen Mary University of London)
- Jesper Pedersen (University of Copenhagen)
- Goran Peskir (The University of Manchester)
- David Saunders (University of Waterloo)
- Yuqiong Wang (University of Michigan)
Location
The workshop will take place in the Department of Mathematics, University of Manchester, in the Alan Turing Building.
The Alan Turing Building is located on the University's Oxford Road campus (Building 46 on the campus map). You can also view the venue on Google Maps .
For further information on travelling to the University, please visit the Maps and Travel page.
The meeting room is fully accessible and has step-free access.
Programme
| Time | 14 September | 15 September |
|---|---|---|
| 09:00 | Registration & coffee | |
| 09:30 | Opening (at 9:45) |
Goran Peskir Featured Talk (60 min) The Dubins constants for Walsh's spider process |
| 10:00 |
David Saunders Properties of the Solution of the Inverse Boundary Crossing Problem for Diffusions |
|
| 10:35 |
John Moriarty Iterated majorants: representations for multidimensional optimal stopping |
Miryana Grigorova Non-linear optimal stopping with Bermudan strategies: the infinite horizon case |
| 11:10 | Coffee break | Coffee break |
| 11:40 |
Jesper Lund Pedersen Quickest detection with a discretely distributed unobservable change point |
Philip Ernst Asymptotic optimality of dynamic first-fit packing on the half-axis and its connections to optimal stopping |
| 12:15 |
Erik Ekström The optimal search problem |
David Hobson Optimal stopping games with foresight |
| 12:50 | Lunch break (lunch not provided) | Lunch break (lunch not provided) |
| 15:00 |
Sören Christensen Nonparametric Learning for Optimal Stopping and Related Control Problems |
Alex Cox Utility maximisation with model-independent constraints |
| 15:35 |
Yuqiong Wang Convex order and preservation of convexity for Bayesian posterior updates |
Saul Jacka The Support and Resistance Line Method: An Analysis via Optimal Stopping |
| 16:10 | Anna Battauz The trilemma of American options with liquidation penalties |
|
| 16:45 | Short break | |
| 17:00 | Wine reception & posters |
Coffee and a drinks reception will be provided for all participants. Please note that participants are responsible for arranging their own lunch.
Accommodation and Travel
Participants are responsible for arranging their own accommodation and travel. We recommend staying either in Manchester city centre or near the University campus, both of which provide convenient access to the Alan Turing Building.
Nearby hotels include: Hyatt Regency Manchester, Premier Inn Manchester City Centre Princess Street, Ibis Manchester Centre Princess Street, Holiday Inn Express Manchester City Centre – Oxford Road, and Maldron Hotel Manchester City Centre.
Manchester Airport (MAN) is located approximately 15 km south of the University. Frequent train services connect the airport with Manchester Oxford Road and Manchester Piccadilly stations in around 15–20 minutes. Taxis and ride-sharing services are also readily available.
The Alan Turing Building is approximately a 10–15 minute walk from Manchester Oxford Road station and a 20–25 minute walk from Manchester Piccadilly station. The University is also well served by frequent bus services along Oxford Road.
Registration
Registration is free but mandatory.
To register, please follow the link Registration.
Please note that the number of places is limited.
Privacy Notice: Information provided in this registration form will be used only for the organisation and administration of the workshop. Personal data will be handled in accordance with the University of Manchester's data protection policies and retained only for as long as necessary for these purposes text
Contact
The local organising committee is:
- Jose Pedraza Ramirez (University of Manchester)
- Peter Johnson (University of Manchester)
- Huy Chau (University of Manchester)
If you have any questions, please email the organising committee .
Workshop Photo
Participants of the Workshop
This meeting is partially funded by the London Mathematical Society .
