PhDs & PostDocs

Maximilian Würschmidt, MSc

Maximilian is a doctoral student in the DFG Research Training Group ALOP and investigates machine learning methods for BSDEs.

Dr. Berenice Neumann

Berenice is a post-doctoral researcher and works in stochastic control and its applications to game theory, including mean field games.

Alumni

Dr. Jonas Jakobs

Jonas studied duality methods and numerical applications for portfolio optimization with recursive utility and successfully defended his PhD thesis in 2025.

Dr. Lukas Mich

Lukas was a member of the DFG Research Training Group ALOP. His research was on neural network approximations for stochastic optimal control problems, and he successfully defended his PhD thesis in 2023.

Dr. Daniel Hoffmann

Daniel was a member of the DFG Research Training Group ALOP and investigated branching processes for non-local PDEs and discrete-state mean-field games. He successfully defended his PhD thesis in 2020.

Prof. Dr. Christoph Knochenhauer

Christoph worked as a post-doctoral researcher in stochastic control with frictions, in particular portfolio optimization with transaction costs. He is now an Assistant Professor at TU München.

Dr. The Anh Nguyen

The's research focused on post-crisis multi-curve interest rate modeling. The successfully defended his PhD thesis in 2016.

Dr. Thomas Seiferling

Thomas studied continuous-time recursive utility, with a particular emphasis on the Epstein-Zin parametrization and applications to consumption-portfolio optimization. He successfully defended his PhD thesis in 2016.