Stochastic optimal control in Economics, Finance, and Learning theory.
Conference in honour of Martin Schweizer’s 60th birthday.
12 to 16 June 2023
Organisers: Christoph Czichowsky (LSE), Marcel Nutz (Columbia University), Josef Teichmann (ETH Zürich)
Invited speakers:
Nicole Bäuerle, Karlsruher Institut für Technologie
Dirk Becherer, Humboldt-Universität zu Berlin
Mathias Beiglböck, Universität Wien
Francesca Biagini, Ludwig-Maximilians-Universität München
Bruno Bouchard, Université Paris-Dauphine (Paris 9)
Patrick Cheridito, ETH Zürich
Freddy Delbaen, ETH Zürich
Giulia Di Nunno, University of Oslo
Hans Föllmer, Humboldt-Universität zu Berlin
Claudio Fontana, Università degli Studi di Padova
Christoph Frei, University of Alberta
Masaaki Fukasawa, Osaka University
Xin Guo, University of California, Berkeley
Martin Herdegen, University of Warwick
Marc Hoffmann, Université Paris-Dauphine (Paris 9)
Yuri Kabanov,Université de Franche-Compté
Sigrid Källblad, KTH
Kostas Kardaras, London School of Economics
Huyên Pham, Université Paris-Diderot (Paris 7)
Eckhard Platen, University of Technology, Sydney
Dylan Possamaï, ETH Zürich
Thorsten Rheinländer, Technische Universität Wien
Walter Schachermayer, Universität Wien
Alexander Schied, University of Waterloo
Mete Soner, Princeton University
Peter Tankov, ENSAE ParisTech