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...

Special Topics: Dealing with Market Frictions Hedging in Markets with Price Impact.

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

Thematic areas: - Construction and balancing of input-output tables. - Methodological aspects of input-output analysis. - Social Accounting Matrices. - Applied General Equilibrium Models. - Analysis of physical and monetary flows. - Ecological and environmental economics. International trade and...

The program consists of invited and contributed lectures, and posters, addressing a full range of subjects in mathematical finance and its many applications.

We want to invite researchers working in such diverse fields as network applications, telecommunications, call-centers and pure queueing theory to participate. In all these research fields models show up in which the customers play a more active role than in the traditional queueing models such...

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