Stochastic Optimal Control

KAUST alumnus Dr. Abdul-Lateef Haji-Ali receives prestigious Humboldt Research Fellowship for Experienced Researchers

2 min read · Mon, Sep 29 2025

uncertainty quantification stochastic differential equations Stochastic Optimal Control

KAUST alumnus Abdul-Lateef Haji-Ali receives Humboldt Fellowship for advances in stochastic modeling

Renzo Caballero

Ph.D. Student, Applied Mathematics and Computational Science

Self-Replicating Robots Stochastic Optimal Control robotics Numerical Optimization

Education 2022.05.24 Ph.D. Research Proposal: "Theory and Dynamics of Self-Repair Systems" Committee Members: Prof. Eric Feron, Prof. Shinkyu Park, Prof. Diogo Gomez, Prof. David Keyes, Prof. Taous-Meriem Laleg 2019.06 - 2023.12 Ph.D. in Applied Mathematics and Computational Sciences, KAUST, KSA 2017.08 - 2019.06 M.Sc. in Applied Mathematics and Computational Sciences, KAUST, KSA 2010.02 - 2016.06 B.Sc. in Electrical Engineering, Universidad de la Republica, Montevideo, Uruguay Professional Profile 2021.08 - 2021.12 Teaching Assistant, CEMSE, KAUST, KSA 2017.01 - 2017.04 Models Analyst, UTE

Erik von Schwerin

Research Scientist, Stochastic Numerics Research Group

uncertainty quantification numerical analysis stochastic differential equations Stochastic Optimal Control

Given a mathematical model of a system with uncertainties, a computational method of approximation of that model, and a specific Quantity of Interest (QoI) of the system, how can we, with as small computational effort as possible, approximate the QoI within a user-specified accuracy? Most of Erik von Schwerin's research relates in some way or another to this question.