The conference aims at bringing together researchers in optimal control, dynamic games, and nonlinear dynamical systems, as well as scientists in all application areas. The topics of the workshop will include the theory and numerical methods of optimal control of ordinary and distributed...

The conference will bring together leading experts from various fields of Mathematical Finance such as: - Computational Methods and Machine Learning - Credit Risk and Systemic Risk - Limit Order Book and High Frequency Trading - Markets with Frictions and Large Trader Models - New Financial...

The conference aims at bringing together researchers in optimal control, dynamic games, and nonlinear dynamical systems, as well as scientists in all application areas. The topics of the workshop will include the theory and numerical methods of optimal control of ordinary and distributed...

Topics: - Optimal market design - Energy transition and renewables - Trading and forecast - Gas market modeling - Scenarios as an interface between research and politics - Open data

Programmschwerpunkte: - „Markt und Physik – eine Herausforderung” - „Flow Based Market Coupling” - „Optimales Design von Regel- und Ausgleichsenergiemärkten”

This course will introduce the main methods of microsimulation, with an emphasis on the practical development of policy applications. The course will explore basic techniques in static microsimulation for use in the distributional analysis across representative samples of economic agents – for...

The topics of the workshop will include, but are not limited to, the theory and numerical methods of optimal control, differential games, bifurcation theory, and a broad spectrum of applications involving dynamic economic models (including heterogeneous/distributed ones), dynamic models in...

The topics of the workshop will include, but are not limited to, the theory and numerical methods of optimal control, differential games, bifurcation theory, and a broad spectrum of applications involving dynamic economic models (including heterogeneous/distributed ones), dynamic models in...

Our aim is to organize a two-day conference in order to discuss recent techniques for the numerical valuation of american and bermudan options.