Daniel Krsek
“My research focuses on stochastic analysis and optimisation in dynamic settings.
“A large part of my work is devoted to robustness in dynamic stochastic modeling. Our models rarely match reality perfectly. Can we be confident that decisions based on these models remain accurate? The ultimate goal is to develop a framework that quantifies how sensitive our inferences are to small deviations from a reference mathematical model.
“I am particularly interested in understanding the geometry and the differential structure of the underlying space and aspects of duality theory, among others.
“In addition, my research has focused on relaxing optimal control problems in continuous time to establish the existence of optimal solutions in degenerate cases or under imposed constraints. These problems are mostly motivated by certain prominent models in economics, which often tend to be ill-posed.”