Proposed Invited Session for ISDG 2008 Dynkin’s Games and their Applications Yuri I. Kifer Institute of Mathematics Hebrew University of Jerusalem Jerusalem 91904 Israel e-mail: kifer@math.huji.ac.il url: http://www.ma.huji.ac.il/~kifer/ Krzysztof Szajowski Institute of Mathematics and Computer Science Wroclaw University of Technology Wybrze˙ ze Wyspia´ nskiego 27, PL-50-370 Wroc law Poland e-mail: Krzysztof.Szajowski@pwr.wroc.pl url: http://neyman.im.pwr.wroc.pl/~szajow Abstract The mathematical modeling of economic systems in stochastic envi- ronment leads to various mathematical optimization problems. If the decision problem consists in choice of intervention moment one can for- mulate the model of such case as the optimal stopping problem. If it is allowed to react more than once the approach depends on the number of decision makers and their aims. If there is one decision maker and two re- actions (or fix number of possible moment of actions) we have the optimal two stopping (multiple stopping) problem. When there are two decision makers with their prescribed aims we usually treat the problem as the stopping game. In the game approach the communication problem be- tween player should be taken into account. It leads to various extensions of solutions. The session is devoted to various extension of the stopping game introduced by Dynkin [3] and their applications. Recently, both the discrete time and continuous time stopping games are intensively inves- tigated. The seminal paper by Kifer [5] has opened the research on the game options. The investigation of stopping games on Markov processes via the Dirichlet forms (see Zabczyk [7]) has recently been analysis by Fukushima and Taksar [4], Oshima [6]. The forward-backward SDE ap- proach to Dynkin games are subject of research by Cvitani´ c and Karatzas [2], Boetius [1]. The concept of correlated equilibria in such games is also worth to study. One of the goals of this session is to gather people working on the model to discuss recent advances. Prospective speakers: E.J. Baurdoux, London School of Economics E.Ekstr¨ om, Uppsala University F.Ferenstein, WarsawUniversity of Technology 1