Technische Universität Berlin - Faculty II - Institute of Mathematics Research Assistant - 0.75 working time - salary grade E13 TV-L Berliner Hochschulen under the reserve that funds are granted With funding from the German-Israeli-Foundation (GIF), we endeavor to improve our understanding of the role of information flows in stochastic control problems. Recent progress in the analysis of problems involving jump processes has revealed novel modelling possibilities. On the one hand this requires the further development of tools from dynamic programming theory, and on the other hand affords the opportunity to study new applications, for instance in the microstructure modelling of financial markets. The project will be worked on in close collaboration with the group of Prof. Yan Dolinsky at the Hebrew University, Jerusalem. Working field: Development of theory and applications in stochastic optimal control problems in models with discontinuous information flow. Scientific cooperation and exchange with our partner group in Israel, in particular visits to the Hebrew University in Jerusalem. Formation of our research program and of joint research activities. Requirements:
FactsID: 82013
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