FD2W03
19 April 2022 to 22 April 2022
This workshop aims to further the interaction between the theory of optimal control and fractional stochastic dynamics. The ultimate goal is to develop a theory of optimal stochastic control for general semi-martingales and devise effective algorithms for solving specific applied problems where such structures arise. Speakers and participants will include economists and engineers as well as pure and applied mathematicians.
Speakers list:
Registration Only
The Registration Package includes admission to all seminars, lunches and refreshments on the days that lectures take place (Tuesday - Friday), wine reception and formal dinner, but does not include other meals or accommodation.
Formal Dinner Only
Participants on the Accommodation Package or Registration Package, including organisers and speakers, are automatically included in this event. For all remaining participants who would like to attend, such as programme participants, the above charge will apply.
Unfortunately we do not have any accommodation to offer so all successful applicants will need to source their own accommodation.
Please see the Hotels Combined website for a list of local hotels and guesthouses. Meals
Lunch Lunch timings and location will be confirmed with timetable.
Evening Meal Participants are free to make their own arrangements for dinner.
Formal Dinner The Formal Dinner location and date is to be confirmed.
Participants on the Accommodation Package or Registration Package, including organisers and speakers, are automatically included in this event.
Tuesday 19th April 2022 | |||
---|---|---|---|
09:15 to 09:55 | Room 1 | ||
09:55 to 10:00 | Room 1 | ||
10:00 to 11:00 |
Nizar Touzi Ecole Polytechnique Paris |
Room 1 | |
11:00 to 11:30 | No Room Required | ||
11:30 to 12:15 |
Yuliya Mishura Taras Shevchenko National University of Kyiv |
Room 1 | |
12:15 to 13:30 | No Room Required | ||
13:30 to 14:30 |
Geronimo Uribe-Bravo Universidad Nacional Autonoma de Mexico (UNAM) |
Room 1 | |
14:30 to 15:00 |
Remi Leandre Université de Franche-Comté |
Room 1 | |
15:00 to 15:30 |
Feng Lin University of Warwick |
Room 1 | |
15:30 to 16:00 | No Room Required | ||
16:00 to 17:00 | No Room Required | ||
17:00 to 18:00 | No Room Required |
Wednesday 20th April 2022 | |||
---|---|---|---|
09:00 to 10:00 |
Huyen Pham Ecole Polytechnique Paris |
Room 1 | |
10:00 to 11:00 |
Mihail Zervos King's College London |
Room 1 | |
11:00 to 11:30 | No Room Required | ||
11:30 to 12:15 |
Nacira Agram KTH Stockholm |
Room 1 | |
12:15 to 13:30 | No Room Required | ||
13:30 to 17:00 | No Room Required |
Thursday 21st April 2022 | |||
---|---|---|---|
09:00 to 09:30 |
Arzu Ahmadova Eastern Mediterranean University |
Room 1 | |
09:30 to 10:00 |
David Bang University of Warwick |
Room 1 | |
10:00 to 11:00 |
Tatiana Odzijewicz SGH Warsaw School of Economics |
Room 1 | |
11:00 to 11:30 | No Room Required | ||
11:30 to 12:15 |
Luisa Beghin University of Rome La Sapienza |
Room 1 | |
12:15 to 13:30 | No Room Required | ||
13:30 to 14:30 |
Vassili Kolokoltsov University of Warwick |
Room 1 | |
14:30 to 15:00 |
Dorota Mozyrska Bialystok University of Technology |
Room 1 | |
15:00 to 15:30 |
Jorge Gonzalez-Cazares University of Warwick; The Alan Turing Institute |
Room 1 | |
15:30 to 16:00 | No Room Required | ||
16:00 to 17:00 | No Room Required | ||
19:30 to 22:00 | No Room Required |
Friday 22nd April 2022 | |||
---|---|---|---|
09:00 to 10:00 |
Anna Jaskiewicz Wroclaw University of Technology |
Room 1 | |
10:00 to 11:00 |
Andreas Kyprianou University of Bath |
Room 1 | |
11:00 to 11:30 | No Room Required | ||
11:30 to 12:15 |
Francesco Mainardi University of Bologna |
Room 1 | |
12:15 to 13:30 | No Room Required | ||
13:30 to 14:30 |
Antonio Visioli Università degli Studi di Brescia |
Room 1 | |
14:30 to 15:30 |
Giulia Di Nunno Matematisk Institutt, Oslo; NHH Norwegian School of Economics |
Room 1 | |
15:30 to 16:00 | No Room Required |
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