Program for stream Optimal and stochastic optimal control

MB-11: Optimal and stochastic optimal control 1
Stream: Optimal and stochastic optimal control
Room: B100/5017
Chair(s): Gerhard-Wilhelm Weber

• Optimal model description of finance and human factor indices
  Betül Kalaycı, Vilda Purutcuoglu, Gerhard-Wilhelm Weber
• Dynamic Programming using Average-Value-at-Risk Criteria
  Kerem Ugurlu
• Interpretable Machine Learning Approach for Nonlinear Control
  Edmondo Minisci, Giulio Avanzini
• Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market
  Gerhard-Wilhelm Weber, Emel Savku