BTU auf einen Blick
Fakultät 1
Fachgebiet Wirtschaftsmathematik Prof. Dr. rer. nat. habil. Ralf Wunderlich
  • Stochastic Optimal Control Problem of a Residential Heating System With a Geothermal Energy Storage
    16th German Probability and Statistics Days (GPSD) Essen, 7th - 10th March 2023
     
  • Stochastic Optimal Control of Heating Systems with a Geothermal Energy Storage
    Forschungsseminar Stochastische Analysis und Stochastik der Finanzmärkte
    TU & HU Berlin, January 26, 2023
     
  • Stochastic Optimal Control of Heating Systems with a Geothermal Energy Storage
    Summer School on Aspects of Optimization, September 12-16, 2022, Klagenfurt
     
  • Stochastic Epidemic Models with Partial Information and Dark Figure Estimation
    Conference on Mathematics and its Applications, August 29 – September 1, 2022, Accra (Ghana)
     
  • Stochastic Epidemic Models with Partial Information and Dark Figure Estimation
    13th International Workshop on Stochastic Models and Control, March 14–18, 2022, Lübeck-Travemünde
     
  • Stochastic Epidemic Models with Partial Information and Dark Figure Estimation
    AIMS Ghana's Online Research Seminar, February 17, 2022
     
  • Stochastic Optimal Control of a Thermal Energy Storage
    Workshop Mathematik in Forschung und Lehre, Eyba, September 23-25, 2019
     
  • Power Utility Maximization in a Dynamic Black Litterman Model
    43rd Annual Meeting of the AMASES, Perugia, September 9-11, 2019
     
  • Stochastic Optimal Control Problems for an Energy Storage
    University of Rome Tor Vergata, September 6, 2019
     
  • Stochastic Optimal Control Problems for an Energy Storage
    Alpen-Adria Universität Klagenfurt, September 3, 2019
     
  • Stochastic Optimal Control Problems for an Energy Storage
    SIAM Conference on Control and Its Applications, Chengdu (China), June 19 - 21, 2019
     
  • Diffusion Approximations for Expert Opinions and Power Utility Maximization in a Financial Market with Gaussian Drift
    SIAM Conference on Financial Mathematics & Engineering, Toronto, June 4-7, 2019
     
  • Decisions Under Uncertainty - A Stochastic Optimal Control Problem for an Energy Storage
    AIMS Centre Cameroon, Limbe, April 18, 2019
     
  • High-Frequency Expert Opinions and Power Utility Maximization in a Market with Gaussian Drift
    Stochastic Analysis, Financial and Insurance Mathematics (SAFIM), Accra (Ghana), August 20-24, 2018
  • High-Frequency Expert Opinions and Power Utility Maximization in a Market with Gaussian Drift
    10th World Congress of The Bachelier Finance Society, Dublin, July 16-20, 2018
  • On Some Stochastic Optimal Control Problems for an Energy Storage Facility
    Helmut Schmidt Universität Hamburg, May 8, 2018
  • Stochastic Optimal Control of Energy Storages & Model Reduction
    ZHAW Winterthur, March 21, 2018
  • High-Frequency Expert Opinions and Power Utility Maximization in a Market with Gaussian Drift
    Wroclaw University of Science and Technology, March 13, 2018
  • A credit risk model with a switching barrier and asymmetric information
    Workshop Mathematik in Forschung und Lehre, Waschleithe, September 12-14, 2017
  • Dynamische Entscheidungsprobleme unter Unsicherheit: Ein stochastisches optimales Steuerungsproblem für einen Energiespeicher
    BTU Cottbus-Senftenberg, Energiewirtschaftliches Forschungsseminar, May 18, 2017
  • Expert Opinions and Utility Maximization in a Market with Partially Observable Gaussian Drift
    Workshop on Stochastic Models and Control, Trier, March 22-24, 2017
  • Decisions Under Uncertainty - A Stochastic Optimal Control Problem for an Energy Storage
    AIMS Centre Cameroon, Limbe, March 14, 2017
  • Decisions Under Uncertainty - A Stochastic Optimal Control Problem for an Energy Storage
    DFG-AIMS Workshop on Incomplete Market Methods Applied to Weather and Agricultural Risks (IMMAWA), AIMS Centre Tanzania, Bagamoyo, February 20-24, 2017
  • Expert Opinions and Utility Maximization in a Market with Partially Observable Gaussian Drift
    10th International Conference on Computational and Financial Econometrics (CFE 2016), Seville, December 9-11, 2016
  • Partially Observable Stochastic Optimal Control Problems for an Energy Storage
    Vienna Congress on Mathematical Finance, September 12-14, 2016
  • Partially Observable Stochastic Optimal Control Problems for an Energy Storage
    Conference on the Mathematics of Energy Markets, Vienna, July 5-7, 2016
  • Expert Opinions and Maximizing Power Utility in a Market with Gaussian Drift
    12th German Probability and Statistics Days, Bochum, 1.–4.3. 2016
  • Partially Observable Stochastic Optimal Control Problems for an Energy Storage
    KIT Karlsruhe, Research Seminar, 19.1.2016
  • Expert Opinions and Dynamic Portfolio Optimization Under Partial Information
    Johannes Kepler University Linz, SFB Kolloquium, 23.6.2015
  • Expert Opinions and Dynamic Portfolio Optimization Under Partial Information
    Vienna University of Economics and Business, Institute for Statistics and Mathematics, Research Seminar, 19.06.2015
  • Partially Observable Stochastic Optimal Control Problems for an Energy Storage
    Second Conference on Stochastics of Environmental and Financial Economics Oslo, 20.-24.4.2015
  • Partially Observable Stochastic Optimal Control Problems for an Energy Storage
    Workshop on Stochastic Models and Control, Kaiserslautern, 18.-20.3.2015
  • Expert Opinions and Optimal Portfolio Strategies under Partial Information
    8th International Conference on Computational and Financial Econometrics (CFE 2014), Pisa, Italy, 6.-8.12. 2014
  • On Some Stochastic Optimal Control Problems for an Energy Storage Facility
    Third International Conference on Numerical Analysis and Approximation Theory, Cluj-Napoca, Romania, 17.-20.9.2014
  • Dynamic Programming Equations for Portfolio Optimization under Partial Information with Expert Opinions
    8th World Congress of the Bachelier Finance Society, Brussels, 2.-6.6.2014
  • Dynamic Portfolio Optimization with Bounded Shortfall Risks
    Scientific Day of the German Actuarial Society Bonn, 30.4.2014
  • On Some Stochastic Optimal Control Problems for an Energy Storage Facility
    11th German Probability and Statistics Days, Ulm, Germany, 4.-7.3.2014,
  • Optimal Portfolios in Financial Markets with Unobservable Markov-Modulated Drifts
    International Workshop on Regime-Switching Models in Finance: Statistics and Optimization, Kaiserslautern, Germany, 22.-23.11.2013
  • Dynamic Portfolio Optimization under Partial Information with Expert Opinions
    Third Buea International Conference on the Mathematical Sciences, Buea, Cameroon, 30.4 - 3.5.2013
  • Dynamic Portfolio Optimization under Partial Information and Risk Constraints
    Guest Lectures at the Buea Summer School on Financial and Actuarial Mathematics with Applications, Buea, Cameroon, 22.4 - 3.5 2013
  • Dynamic Programming Equations for Portfolio Optimization under Partial Information with Expert Opinions
    Workshop on Stochastic Models and Control, Berlin, 18.-23.3.2013
  • Optimal portfolio strategies under partial information with expert opinions
    Research Seminar, Wirtschaftsuniversität Wien, 7.12.2012
  • Optimal Portfolio Policies under Bounded Expected Loss and Partial Information
    Workshop on Insurance and Financial Mathematics, Hannover, 8.6.2012
  • Dynamic Programming Equations for Portfolio Optimization under Partial Information with Expert Opinions
    10th German Probability and Statistics Days, Mainz, 6-9.3.2012
  • Dynamic portfolio optimization under partial information with expert opinions
    Montreal Seminar of Actuarial and Financial Mathematics, Montreal, Canada, 2.9.2011
  • Dynamische Portfolio-Optimierung mit partieller Information und beschränktem Ausfallrisiko
    DAA-Workshop für junge Mathematikerinnen und Mathematiker, Loccum, 19.-20.8.2011