Dear colleagues,

Let us draw your attention to the workshop for

--- JUNIOR RESEARCHERS IN STOCHASTIC OPTIMAL CONTROL (JRSOC) ---

jointly organized and supported by the IRTG 2544 “Stochastic analysis in interaction” (Berlin), the TU Berlin, the WIAS Berlin, and the EPSRC CDT “Mathematics of Random Systems” (University of Oxford).

The workshop will take place in presence in Berlin from Thursday, August 31, to Friday, September 1, 2023.

The workshop is intended to offer junior researchers in Stochastic Optimal Control a platform to extend their knowledge in the field, to present and discuss their own work, and to possibly initiate future collaborations. With five keynote lectures given by distinguished researchers and a number of contributed talks, the workshop aims at covering the latest developments and classical topics in Stochastic Optimal Control including Machine Learning, Mathematical Finance, Mean Field Models, Infinite Dimensional Problems, Stochastic Games, and many more.

The keynote lectures will be given by:

-- Roxana Dumitrescu (King’s College London), -- Johannes Muhle-Karbe (Imperial College London), -- David Siska (University of Edinburgh), -- Peter Tankov (ENSAE Paris), -- Gianmario Tessitore (University Milano-Bicocca).

We warmly invite junior researchers to apply for contributed talks and/or financial support. The deadline for both is May 31, 2023. Registration to the workshop is free but mandatory, and possible until June 30, 2023. More details can be found on the conference website under:

--- https://www.wias-berlin.de/workshops/JRSOC23/ ---

We are looking forward to welcoming you in Berlin. In case of further questions, please do not hesitate to contact us per e-mail at jrsoc23@wias-berlin.de.

Best regards,

The Organizing Committee

Peter Bank, Sebastian Ertel, Sascha Gaudlitz, Yifan Jiang, Hannes Kern, Laura Körber, Alexander Merkel, Shyam Popat, Emanuel Rapsch, Thomas Wagenhofer