The Team

Our Experts

51 researchers spanning optimal control, mean field games, stochastic analysis, differential games, and quantitative policy. Three research divisions. International backgrounds.

Executive

Institute Leadership

H. Strakoš

President

Specialization: President, Institute for Advanced Dynamic Uncertainty

A. Razumovskii

VP for Research

Specialization: Scientific Programme & Research Coordination

E. Nygård

VP for Institutional Affairs

Specialization: Institutional Strategy, Governance & External Partnerships

Research Directorate

Directors

E.P. Bergström

Director — Stochastic Analysis & Control

Specialization: Mathematical Analysis & Stochastic PDEs

T. Horáčková

Director — Stochastic Games, Dynamics & Strategic Control

Specialization: Stochastic Control, Mean Field Games & HJB

M. Valkonen

Director — Optimal Policy & Applications

Specialization: Quantitative Analytics & Policy Methods

K. Thorvaldsen

Director — Financial Mathematics & Asset Pricing

Specialization: Mathematical Finance & Stochastic Asset Pricing

S. Bjerregaard

Director — Sustainability & Energy Economics

Specialization: Energy Economics & Environmental Dynamic Optimization

Senior Research

Research Fellows

J. Blažková

Research Fellow Division: Stochastic Analysis & Control

Specialization: Functional Analysis & Operator Theory

B. Mészáros

Research Fellow Division: Stochastic Analysis & Control

Specialization: Stochastic Analysis & Martingale Theory

P. Stenström

Research Fellow Division: Financial Mathematics & Asset Pricing

Specialization: Partial Differential Equations & Mathematical Finance

N. Dalgaard

Research Fellow Division: Stochastic Analysis & Control

Specialization: Optimal Control & Differential Games

Y. Segev

Research Fellow Division: Quantitative Policy & Macroeconomics

Specialization: Mathematical Optimization & Operations Research

M. Berkovich

Fellow Division: Games, Dynamics & Strategic Control

Specialization: Hamilton–Jacobi–Isaacs Equations & Pursuit-Evasion Games

P. Erzincanlı

Research Fellow Division: Stochastic Analysis & Control

Specialization: Many-Body Physics, Kinetic Theory & Mean Field Games

R. Meron

Research Fellow Division: Financial Mathematics & Asset Pricing

Specialization: Stochastic Control & Portfolio Theory

S. Wiśniewska

Research Fellow Division: Financial Mathematics & Asset Pricing

Specialization: Mathematical Finance & Stochastic Processes

K. Halvorsen

Research Fellow Division: Financial Mathematics & Asset Pricing

Specialization: Market Microstructure, Stochastic PDEs & Hawkes Processes

O. Vestergaard

Research Fellow Division: Sustainability & Energy Economics

Specialization: Energy Economics & Natural Resource Management

D. Zafrir

Research Fellow Division: Numerical Methods & Scientific Computing

Specialization: Dynamical Systems & Network Theory

Core Research

Senior Associates

JÞ

J. Þórðarson

Senior Associate Division: Stochastic Analysis & Control

Specialization: Stochastic Analysis & Systemic Risk Theory

A. Alexakis

Senior Associate Division: Stochastic Analysis & Control

Specialization: Probability Theory & Stochastic Modeling

A. Dvořáková

Senior Associate Division: Numerical Methods & Scientific Computing

Specialization: Numerical Analysis & PDE Theory

B. Kjær

Senior Associate Division: Stochastic Analysis & Control

Specialization: Stochastic Processes & Lévy Processes

V. Belyaev

Senior Associate Division: Stochastic Analysis & Control

Specialization: Non-Markovian Stochastic Control & BSDEs

A. Harari

Senior Associate Division: Games, Dynamics & Strategic Control

Specialization: Stochastic Optimization & Reinforcement Learning

L. Kratochvílová

Senior Associate Division: Quantitative Policy & Macroeconomics

Specialization: Applied Mathematics & Equilibrium Theory

K. Nowak

Senior Associate Division: Stochastic Analysis & Control

Specialization: Optimal Control & Dynamic Programming

T. Ben-David

Senior Associate Division: Quantitative Policy & Macroeconomics

Specialization: Applied Mathematics & Mechanism Design

VŽ

V. Žukauskas

Senior Associate Division: Stochastic Analysis & Control

Specialization: Stochastic Processes & Stochastic Games

I. Drakos

Senior Associate Division: Stochastic Analysis & Control

Specialization: Stochastic Analysis & Free Boundary Problems

J. Kovačević

Senior Associate Division: Financial Mathematics & Asset Pricing

Specialization: Mathematical Finance & Derivative Pricing

A. Krawczyk

Senior Associate Division: Financial Mathematics & Asset Pricing

Specialization: Partial Differential Equations & Computational Finance

K. Papadopoulos

Senior Associate Division: Stochastic Analysis & Control

Specialization: Applied Mathematics & Mean Field Theory

N. Peled

Senior Associate Division: Quantitative Policy & Macroeconomics

Specialization: Applied Mathematics & Decision Theory

D. Petrakis

Senior Associate Division: Quantitative Policy & Macroeconomics

Specialization: Applied Mathematics & Matching Theory

T. Różańska

Senior Associate Division: Stochastic Analysis & Control

Specialization: Stochastic Analysis & Stochastic Processes

PŠ

P. Šimunović

Senior Associate Division: Stochastic Analysis & Control

Specialization: Stochastic Analysis & Mathematical Optimization

K. Bjørnstad

Senior Associate Division: Financial Mathematics & Asset Pricing

Specialization: Stochastic Control & Fixed Income Theory

L. Holmberg

Senior Associate Division: Numerical Methods & Scientific Computing

Specialization: Scientific Machine Learning & Deep Learning PDE Solvers

T. Vlček

Senior Associate Division: Financial Mathematics & Asset Pricing

Specialization: Credit Derivatives, XVA & Credit Risk

Research Staff

Research Associates

O. Zohar

Research Associate Division: Games, Dynamics & Strategic Control

Specialization: Convex Analysis & Mathematical Programming

E. Papadimitriou

Research Associate Division: Quantitative Policy & Macroeconomics

Specialization: Optimal Control & Central Banking

P. Ozoliņa

Research Associate Division: Stochastic Analysis & Control

Specialization: Stochastic Analysis & PDE Methods

F. Rinaldi

Research Associate Division: Quantitative Policy & Macroeconomics

Specialization: Bayesian Econometrics & State-Space Methods

T. Brekke

Research Associate Division: Sustainability & Energy Economics

Specialization: Stochastic Control & Energy Investment

M. Ioannidou

Research Associate Division: Sustainability & Energy Economics

Specialization: Stochastic Optimization & Carbon Markets

A. Leinonen

Research Associate Division: Sustainability & Energy Economics

Specialization: Stochastic Optimization & Energy Policy

M. Snæbjörnsdóttir

Research Associate Division: Sustainability & Energy Economics

Specialization: Optimal Control & Climate Systems

A. Lõhmus

Research Associate Division: Sustainability & Energy Economics

Specialization: Applied Mathematics & Energy Regulation

Y. Bar-Shoham

Research Associate Division: Sustainability & Energy Economics

Specialization: Water-Energy Nexus & Desalination Economics

J. Pääkkönen

Research Associate Division: Quantitative Policy & Macroeconomics

Specialization: Applied Mathematics & Macroeconomic Theory

N. Stavridis

Research Associate Division: Sustainability & Energy Economics

Specialization: Mathematical Optimization & Emissions Trading

R. Theodorakis

Research Associate Division: Numerical Methods & Scientific Computing

Specialization: Numerical Methods & Computational Finance

K. Törmänen

Research Associate Division: Financial Mathematics & Asset Pricing

Specialization: Mathematical Finance & Quantum Methods in Stochastic Control

Research independence & client communication

IADU researchers contribute independently under the institutional umbrella. All client engagement, consulting inquiries, and institutional communication are handled exclusively through the VP for Research. Research staff do not manage external relationships directly.

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