Ralf Wunderlich
Professor · Stochastic Optimal Control
Brandenburg University of Technology Cottbus-SenftenbergGermany
About
Prof. Dr. Ralf Wunderlich is a faculty member at HTW Berlin, specializing in Stochastic Optimal Control and its applications to Financial Mathematics, Energy Storage Systems, and Epidemiological Modeling. He actively presents his research at international conferences and seminars, including recent work on epidemic control under partial information and geothermal energy storage optimization.
Research Interests:
- Stochastic control under partial information
- Energy storage dynamics and optimization
- Financial market modeling with Gaussian drifts
- Epidemic modeling with dark figure estimation
- Portfolio optimization under uncertainty
Recent Lecture Topics include stochastic epidemic models (2024), thermal energy storage control (2024), and utility maximization in financial markets (2023). His work spans both theoretical and applied domains, focusing on dynamic systems and risk constraints.
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