About

Research interests

  • convex stochastic optimization
  • dynamic programming
  • duality theory in optimization
  • stochastic control
  • optimal transport

Angewandte Finanzmathematik SoSe25

For other teaching events see Teaching

If you are interested in writing a bachelor, master or PhD thesis, contact me via email.

Books

T. Pennanen, A.-P. Perkkiö, Convex Stochastic Optimization, Springer Cham, 2024

Link to Springer

Publications and Preprints