About the Research Workshop

1 – 7 April and 10 – 13 April 2019 | University of Leeds

From 1 to 13 April 2019 we hold an intensive research workshop around the theme of stochastic control under ambiguity (participation on invitation only). Here the concept of `ambiguity’ is understood in a broad sense which encompasses situations where the optimiser is faced with model misspecification, strategic interactions, partial and asymmetric information. Particular attention will be devoted to models concerning power system management:  the development of competitive markets and the integrated use of conventional generation and renewables require new decision making criteria for both the regulators and the market players.

Participants will be hosted in the Research Visitor Centre of the School of Mathematics, University of Leeds.

Aims:

  • Assess the state of the art in various areas of stochastic control related to the theme of ambiguity;
  • Set out new directions of research and development of the mathematical theory in the field;
  • Foster interactions between academics from different communities.

Activities:

A selected group of participants will lead short sessions in which they provide an overview of methods, tools and challenges related to various aspects/meanings of “ambiguity” in their area of expertise. Each session will be followed by discussion and work in groups, aimed at developing a comprehensive mathematical framework for stochastic control under ambiguity (Research week programme).

Participants to the workshop

Local Participants:

  • Georgios Aivaliotis
  • Jason Anquandah
  • Alessandro Balata
  • Cheng Cai
  • Katia Colaneri
  • Tiziano De Angelis
  • Miryana Grigorova
  • Elena Issoglio
  • Lanpeng Ji
  • Nikita Merkulov
  • Jan Palczewski