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Optimal control and fractional dynamics


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19th April 2021 to 23rd April 2021
Saul Jacka
Aleksandar Mijatovic

Workshop theme:

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.

Deadline for applications: 17th January 2021

FDE programme participants DO NOT need to apply, programme participants with visit dates during FDEW03 will automatically be added to the attendee list.

Please note members of Cambridge University are welcome to turn up and sign in as a non-registered attendee on the day(s) during the workshop and attend the lecture(s). Please note that we cannot provide you with any support including name badge, meals or accommodation.

In addition to visiting the INI, there are multiple ways in which you can participate remotely.

Apply now


Registration Only    
  • Registration Package: Cost TBC
  • Student Registration Package: Cost TBC

The Registration Package includes admission to all seminars, lunches and refreshments on the days that lectures take place (Monday - Friday), wine reception and formal dinner, but does not include other meals or accommodation.

Formal Dinner Only
  • Formal Dinner: £50

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.



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.

Cancelled On: 
Tuesday 27th October 2020 - 13:03
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons