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Claudia Strauch receives Sapere Aude Research Leader grant

Optimal strategies

2020.11.23 | Lars Madsen

Claudia Strauch, private photo

Associate Professor Claudia Strauch takes her outset in a question from stochastic control theory. The general problem can be formulated as follows: How can I control a system that is affected by randomness to maximize my return? The answer is not straightforward, but with a grant of DKK 5.7 million, the project "Learning diffusion dynamics and strategies for optimal control" is now trying to apply methods from statistics and state-of-the-art machine-learning techniques to develop both a general theory and specific methods that combine knowledge and results from the fields of non-parametric statistics, machine learning, and stochastic control.