Stochastic Control

Stochastic optimal control theory with its applications in mathematical finance

Dong Yuchao

Research Fellow
  • Finance
  • Stochastic Control
Envelope Globe

Second order backward stochastic differential equations (2BSDEs), Stochastic control in finance and insurance, Valuation adjustments, Principal-Agent problems, Data analytics and information acquisition, Deep learning methods

Zhou Chao

Mathematics
  • Finance
  • Deep Learning, Stochastic Control
Envelope Globe

Stochastic modeling, analysis, and control. Applications in service, healthcare, and transportation systems

He Shuangchi

Associate Professor
Industrial Systems Engineering and Management
  • Healthcare, Service, Transportation
  • Stochastic Control
Envelope Globe

Stochastic control, Statistical analysis of stochastic processes, Optimization, Risk management, Decision making under uncertainty, Strategic incentives, Information economics.

Jussi Keppo

Research Director (Industry)
Analytics & Operations
  • Information Economics, Optimization, Risk Management, Statistical Analysis, Stochastic Control, Stochastic Processes
Envelope Globe

Stochastic control, Stochastic models, Robust decision making and learning, Decentralized optimization, Control of stochastic systems, Applications in financial engineering and Operations Research

Lim Andrew

Director
Analytics & Operations, Finance
  • Finance
  • Decentralized Optimization, Robust Optimization, Stochastic Control
Envelope Globe