Tenured full professors | Mathematics
Taught math and math related courses at University Halle-Wittenberg (Germany), IMPA, Rio de Janeiro (Brazil), Princeton University and Yeshiva University New York (USA).
Co-developed new area “Set Optimization” with surprising applications in mathematical finance, economics, statistics, game theory and multi-criteria decision making; invented set optimization approach to risk measures for multivariate positions.
30162A · SECS-S/06 · Tourism, Sport & Event Management (L-18) · EN
30162B · SECS-S/06 · Tourism, Sport & Event Management (L-18) · EN
30152 · SECS-S/06 · Tourism, Sport & Event Management (L-18) · EN
Convex and variational analysis; optimization theory, in particular problems with a set-valued objective; mathematical finance, in particular market models with transaction costs; mathematical economics, in particular incomplete preferences and game theory; multivariate statistics, in particular quantiles.
Upcoming Conference "Set Optimization for Applications" at Friedrich Schiller University Jena, Germany, Feb. 11-15, 2019.
Info & Registration: http://sofa2019.uni-jena.de