Computational mathematics

StochNum and Math4UQ participants SNSL Workshop 2025

New CRG award to develop scalable methods for partially observed stochastic optimal control

1 min read · Sat, Feb 28 2026

award uncertainty quantification Stochastic Optimal Control multilevel methods Computational mathematics

KAUST Stochastic Numerics has been awarded a $900,000 Competitive Research Grant (CRG) for a 36‑month project on efficient hierarchical approximations for partially observed stochastic optimal control, co-led with Prof. Ibrahim Hoteit and including subawards to EPFL (Prof. Fabio Nobile) and WIAS Berlin (Prof. Christian Bayer).