A conference on New Trends in Stochastic Control will take place at Imperial July 11-12. It overviews new directions of research in stochastic control, covering cutting-edge topics such as optimal transport, mean-field games, and control of McKean Vlasov (backward) stochastic differential equations, including recent advances on both theory and numerics.
The event will take place at Imperial College London in the Clore Lecture theatre all day on Monday and until noon on Tuesday, and Huxley 144 on Tuesday afternoon.
Speakers:
- Mathias Beiglböck (University of Vienna)
- Bruno Bouchard (University Paris Dauphine)
- Luciano Campi (University of Milan)
- Jean-Francois Chassagneux (University Paris Cite)
- Sören Christensen (CAU Kiel)
- Albina Danilova (London School of Economics)
- Vicky Henderson (University of Warwick)
- Sigrid Kaellblad (KTH Stockholm)
- Costas Kardaras (London School of Economics)
- Thomas Kruse (JLU Giessen)
- Nicole El Karoui (Sorbonne University)
- Jan Obloj (Oxford University)
- Athena Piccarelli (University of Verona)
- Nizar Touzi (Ecole Polytechnique)
This event is supported by the London Mathematical Society and co-organized with Christoph Czichowsky from LSE and Roxana Dumitrescu from KCL.
For free registration, please visit: https://www.kcl.ac.uk/events/new-trends-in-stochastic-control.