Stochastic Models & Control Workshop
March 23-26, 2026 · Tegernsee
About the Workshop

Aims and Scope

The Workshop on Stochastic Models and Control is a well-established international conference that has brought together leading researchers and experts in stochastic control and optimization since 1994.

Held biennially, the workshop provides a forum for discussing recent theoretical advances and their applications in areas such as game theory, operations research, finance, and engineering.

A central objective of SMC is to foster scientific exchange, interdisciplinary collaboration, and the connection between fundamental research and practical applications.

Scientific Program

Invited Speakers

Eduardo Abi Jaber
Ecole Polytechnique
Hedging with Memory using Signatures
Samuel Cohen
University of Oxford
Neural Networks, PDEs and Control
Christa Cuchiero
University of Vienna
Dynamic universal approximation and modeling with neural and signature SDEs
Roxana Dumitrescu
ENSAE Paris
Fast-slow mean-field games with common noise
Michaela Hitz
University of Klagenfurt
An optimal transport approach to quantifying model uncertainty of SDEs
Anna Jaskiewicz
Wrocław University
Deterministic semi-Markov strategies in multiple objective Markov decision processes
Johannes Muhle-Karbe
Imperial College London
A unified theory of order flow, market impact and volatility
Jan Palczewski
Politechnika Wrocławska
When to Stop and Who Knows What? Zero-sum Optimal Stopping Games with Secrets
Mete Soner
Princeton University
Finite and Mean-Field Games with Discrete State Spaces
Sara Svaluto-Ferro
University of Verona
Signature-based models: theory, calibration, and expansions
Raúl Tempone
KAUST
Belief-Space Stochastic Optimal Control with Discrete-Time Observations: Interlaced HJB and Pontryagin Principles
Program

Preliminary Schedule

The final program will be published shortly before the start of the workshop.

Day 0 · Monday, March 23
17:30–19:00
Welcome Reception
Day 1 · Tuesday, March 24
09:00–18:00
Invited and Contributed Talks
Day 2 · Wednesday, March 25
09:00–12:00
Invited and Contributed Talks
14:00–17:00
Social Event
Guided Brewery Tour and Visit to Schliersee
18:00–21:00
Workshop Dinner
Day 3 · Thursday, March 26
09:00–18:00
Invited and Contributed Talks
Organizing Committee

Contact

In case you have any questions, please contact the local organizers via bettina.haas@tum.de

Local Organizers:

Christoph Knochenhauer (TUM)

Bettina Haas (TUM)

Program Committee:

Nicole Bäuerle (Karlsruhe Institute of Technology)

Sören Christensen (University of Kiel)

Jörn Sass (RPTU Kaiserslautern-Landau)

Stefan Thonhauser (Graz University of Technology)

Ralf Wunderlich (Brandenburg University of Technology Cottbus-Senftenberg)