Alain Bensoussan(Ph. D. in Mathematics(1969), U of Paris-Dauphine)

Professor Alan Bensoussan has presented 300 academic papers and written twenty academic books. Currently a chair professor at University of Texas-Dallas and Hong Kong Poly University, he is the living legend in stochastic control theory. He first discovered Impulse Control Theory, which is applied to rocket science, economics and management studies. He is highly respected in European Science, and received various honors such as Legion d’Honneur and NASA Distinguished Public Service Medal.

Abel Cadenillas (Ph.D. in Financial Mathematics(1992), Columbia U)

Professor Abel Cadenillas studied under Professor Karatzas, a master in the field of mathematical statistics and stochastic control. He is currently teaching at University of Alberta in Canada. His papers, which applied stochastic control to financial engineering, were published on Journal of Economic Theory, Journal of Financial Economics, Mathematical Finance, and SIAM Journal on Control and Optimization

Kiseop Lee (Ph. D. in Statistics(2002), Purdue Univ.)

Professor Kiseop Lee teaches of University of Louisville in the U.S. He is an expert in computational finance with his mathematical background. Once a student of Professor Protter, who established Semi-martingale theory, his research is focused on empirical market microstructure. His works were published on Journal of Banking and Finance and Quantitative Finance.

Shanjian Tang (Ph. D. in Stochastic Control(1993), Fudan U)

Professor Shanjian Tang is the chair of Mathematical Finance and Stochastic Control Theory program at Fudan University. He has researched control theory under incomplete information, and his achievements on Backward Stochastic Partial Differential Equation are applied extensively in hedging, risk-measure theory, and portfolio theory. He published numerous works on SIAM Journal on Control and Optimization, and is an editor of that journal as well.

Zengjing Chen (Ph. D. in Mathematical Finance(1998), Shandong U)

Professor Zengjing Chen currently teaches at Shandong University in China. His work with Professor Epstein, “Ambiguity, Risk, and Asset Returns in Continuous-Time,” is a remarkable achievement on modeling uncertainty. His publications on coherent and convex risk measure set a foundation for advanced research on these topics. Currently, he is the leading the world with his research on nonlinear expectations.