------------------------------------------------------------------------ WU Wien, Institute for Statistics and Mathematics ------------------------------------------------------------------------

Wed., 17.06.2026, 17:15-18:30 CEST, room D4.0.127 WU Wien, 1020 Wien, Welthandelsplatz 1, WU Campus, building D4

Pavel Shevchenko (Department of Actuarial Studies and Business Analytics, Macquarie Business School, Macquarie University, Australia): "Regression Monte Carlo for Solving Optimal Stochastic Control Problems"

For further details see: https://www.wu.ac.at/en/statmath/research/research-seminar/summer-term-2026

------------------------------------------------------------------------ Vienna Seminar in Mathematical Finance and Probability ------------------------------------------------------------------------

Thu., 18.06.2026, 15:30-18:00 CEST, lecture hall 17, 2nd floor, Oskar-Morgenstern-Platz 1, 1090 Wien

Kevin Zhang (Princeton University, US): "Conditional McKean-Vlasov control and the Schrödinger problem with killing"

Manuel Schranzhofer (TU Wien): "The effect of policy cancellation on the risk of an insurance portfolio"

Maxime Sylvestre (University of Vienna): "Computing weak optimal transport with an application to martingale optimal transport"

For further details see: https://fam.tuwien.ac.at/events/vs-mfp/

======================================================================== See also: https://mathseminars.org/ and https://fam.tuwien.ac.at/events/ ------------------------------------------------------------------------ CEST = Central European Time = UTC +2:00, https://time.is/en/CEST ------------------------------------------------------------------------