Regular biography
Prof. Dr. rer. nat. Christoph Knochenhauer is a professor at the Technical University of Munich, Department of MATH. His research interests include mathematics of reinforcement learning, as evidenced by his current course offerings. He is affiliated with the Center for Asset Management and Banking, Insurance, and Risk Management. Prof. Knochenhauer's contact information is knochenhauer@tum.de, and his personal webpage is available at https://stochasticcontrol.org/.
Scholar-generated biography
Christoph Knochenhauer is a researcher at the Technical University of Munich, specializing in Stochastic Control, Mathematical Finance, and Viscosity Solutions. His work focuses on optimal investment strategies, transaction costs, and portfolio optimization under uncertainty. He has published extensively on topics such as utility maximization, worst-case portfolio optimization, and continuous-time mean field games. His research also explores dynamic decision-making with costly information and convergence rates for deep learning algorithms applied to semilinear PDEs. Knochenhauer's contributions span both theoretical and applied aspects of mathematical finance and stochastic control, with an emphasis on robustness and adaptability in financial markets.