Scientific Program

Invited Speakers

Professor Agnès Sulem (INRIA Paris, France)

Agnès Sulem is a researcher at the Paris Research Center of INRIA, the French National Institute for Computer Science and Applied Mathematics, and leads the "MATHRISK'' research group on stochastic analysis and financial mathematics ( She is also the director of the Premia consortium, which provides a numerical platform for quantitative finance. ( Agnès Sulem is teaching in the doctoral program at the University of Luxemburg. Her fields of research are stochastic control, numerical and stochastic analysis, and mathematical finance. She is the author of 2 books (in 2019 has appeared the 3rd edition of her book “Applied Stochastic Control of Jump diffusions” with Bernt Øksendal, Springer, Universitext), and about 100 research articles and has been supervising a dozen of PhD theses. She is a member of the Editorial Boards of SIAM Journal on Financial Mathematics and the Journal of Mathematical Analysis and Applications, and is a reviewer for Mathematical Reviews.

Agnès Sulem studied at “Pierre and Marie Curie” Paris University and obtained her PhD in Mathematics under the supervision of Prof. Alain Bensoussan and her «Habilitation pour diriger des recherches» from the University Paris-Dauphine.

Agnès Sulem has been awarded the title of “Chevalier de l’Ordre de la Légion d’Honneur” for her scientific career. Besides mathematics, Agnès Sulem enjoys playing the violin.

Professor Michael Ulbrich (Technical University of Munich, Germany)

Michael Ulbrich is Professor of Mathematics and Director of the Chair of Mathematical Optimization at the Technical University of Munich (TUM), Germany, since 2006. From 2007 to 2010, he served as the Dean of Academic Affairs and 2012-2015 as the Vice Dean of the Department of Mathematics at TUM. He is a secondary member of the Department of Informatics. Before joining TUM, he was a Professor at the University of Hamburg (2002-2006) and the Coordinator of the Center for Optimization and Approximation (2003-2006). Funded by the German Research Foundation (DFG), he spent extended research stays at Rice University, Houston, TX in 1996/97 and 1999/2000. In 1996 he received his doctorate and in 2002 his Habilitation at TUM.

The research of Michael Ulbrich centers on the theory, numerical methods, and applications of large-scale nonlinear optimization, PDE-constrained optimization and control, variational inequalities, and nonsmooth problems. His work is often related to applications, e.g., in the context of shape optimization and control of fluid flows, parameter identification, or the analysis of human motion. Michael Ulbrich is a PI and a member of the Steering Committee of the DFG Priority Program SPP 1962 ``Non-smooth and Complementarity-based Distributed Parameter Systems: Simulation and Hierarchical Optimization'' and a PI of the DFG/FWF International Research Training Group IGDK 1754 Munich-Graz ``Optimization and Numerical Analysis for Partial Differential Equations with Nonsmooth Structures''.

He has published two monographs in the field of PDE-constrained optimization (MOS-SIAM and Springer) and an introductory book on nonlinear optimization (Springer). Michael Ulbrich received the Howard Rosenbrock Prize 2015 (with M. Simon). He serves on the editorial boards of Mathematical Programming Computation, SIAM Journal on Scientific Computing, Optimization and Engineering, and Numerical Algebra, Control and Optimization.