Workshop on PDE Constrained Optimization under Uncertainty

and Mean Field Games

PDE constrained optimization under uncertainty is a quickly growing topic of applied mathematics. Researchers from various disciplines approach this topic from different perspectives (e.g. representatives of PDE constrained optimization feeling the need to incorporate uncertain parameters in their models or researchers in stochastic optimization being led to extend their models to infinite-dimensional decisions). The workshop aims at bringing together these communities and discussing new developments in this field.

Invited Speakers

  • Pierre Degond (Imperial College London)
  • Martin Eigel (WIAS Berlin)
  • Martin Frank (KIT Karlsruhe)
  • Caroline Geiersbach (University of Vienna)
  • Martin Gugat (University of Erlangen-Nürnberg)
  • Matthias Heinkenschloss (Rice University, Houston)
  • Fabio Nobile (EPFL)
  • Georg Pflug (University of Vienna)
  • Stefan Ulbrich (TU Darmstadt)
  • Francisco Silva (Université de Limoges)
  • Thomas Surowiec (University of Marburg)
  • Georg Stadler (New York University)
  • Jun Zou (The Chinese University of Hong Kong)

Organizers

  • René Henrion (WIAS Berlin)
  • Michael Hintermüller (WIAS Berlin)
  • Dietmar Hömberg (WIAS Berlin)


Support

This workshop benefits from the support of the FMJH Program Gaspard Monge in optimization and operation research (PGMO), from the DFG TRR 154 Mathematical Modelling, Simulation and Optimization Using the Example of Gas Networks, and by the support of the Weierstrass Institute Berlin.




Contact and further information

E-Mail: pde-uncertainty2020@wias-berlin.de
Phone: +49 30 20372-555