Emel Savku

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Teaching Autumn 2021

STK-MAT3710/4710 Probability Theory

https://www.uio.no/studier/emner/matnat/math/STK-MAT3710/h21/index.html

Academic Interests

Stochastic Optimal Control, Reinforcement Learning, Delay Equations, Anticipated BSDEs, Game Theory, Finance

Background

Abroad Visits

  • 04/03/2019 - 31/08/2020 Ecole Polytechnique, CMAP, Post-Doctorate, France
  • 04/06/2018 - 03/08/2018 Ecole Polytechnique, CMAP, French Embassy Young Visiting Researcher Fellowship, France

Adjunct Faculty

  • 29/01/2018 - 14/05/2018 Bilkent University, Ankara, Turkey, Part-time
  • 18/10/2017- 29/12/2017 TEDU,  Ankara, Turkey, Part-time

Research and Teaching Assistant

  • 2011 - 2017 Middle East Technical University (METU), Ankara, Turkey, Full-time

Publications

Book Chapters

 

    Tags: Stochastic Optimal Control, Machine Learning, Finance

    Publications

    View all works in Cristin

    • Savku, Emel (2023). A Nonzero-Sum Regime-Switching Stochastic Differential Game Application with Constraints.
    • Savku, Emel (2023). A Stochastic Maximum Principle Approach for a Nash Equilibrium of a Nonzero-Sum Game.
    • Savku, Emel (2023). Stochastic Maximum Principle For A Constraint Nonzero-Sum Game Application:Bancassurance.
    • Savku, Emel (2022). An Application of Nonzero-Sum Stochastic Differential Games in Finance.
    • Savku, Emel (2022). An Application of Markov Regime-Switching Models: Bancassurance.
    • Savku, Emel (2022). A Constrained Nonzero-Sum Game Application: Bancassurance.
    • Savku, Emel (2022). An Application of Stochastic Differential Games with Lagrange Multipliers: Bancassurance.
    • Savku, Emel (2022). A Constrained Nonzero-Sum Stochastic Differential Game Application.
    • Savku, Emel (2022). An Application of Stochastic Differential Games with Lagrange Multipliers:Bancassurance.
    • Savku, Emel (2022). A constrained stochastic differential game application: Bancassurance.
    • Savku, Emel (2021). An Application of Stochastic Maximum Principle with Regimes and Memory.
    • Savku, Emel (2021). Stochastic Optimal Control Techniques for a Regime-Switching Model with Applications in Finance.
    • Savku, Emel (2021). A Nonzero-sum Game Formulation for a Markov Regime-Switching Portfolio Strategy.
    • Savku, Emel (2021). Stochastic Maximum Principle with Regimes and Memory.
    • Savku, Emel (2021). Stochastic Differential Games via Dynamic Programming Principle with Regimes.
    • Savku, Emel (2021). Portfolio Strategies via Stochastic Differential Games with Regimes.
    • Savku, Emel (2021). Stochastic Differential Games within the framework of Regime-Switches.

    View all works in Cristin

    Published Sep. 9, 2020 10:46 AM - Last modified Oct. 26, 2023 2:05 PM