Benjamin Robinson

My Research

My research is in stochastic control problems for martingales. Specifically, I am interested in:

• Problems motivated by robust finance and martingale optimal transport;
• Stochastic control problems related to Monge-Ampère equations;
• Weak and strong formulations of stochastic control problems;
• Analysis of viscosity solutions to elliptic PDEs.

Roles and Responsibilities

Conferences

I co-organised the 2018 National Student Chapter Conference for the United Kingdom and Republic of Ireland section of SIAM. The conference was held at the University of Bath on 18th and 19th June 2018 and was jointly organised by the the SIAM-IMA Student Chapter committee:

• SIAM UKIE National Student Chapter Conference 2018.

I co-organised the following conferences at the University of Bath in 2017:

• SIAM-IMA Student Conference (with the SIAM-IMA Student Chapter committee);
• SAMBa Summer Conference (with Adwaye Rambojun).

Postgraduate Seminar Series (PSS)

I was the organiser of the Postgraduate Seminar Series in the Department of Mathematical Sciences for the 2017/18 academic year:

• Postgraduate Seminar Series 2017-18.

I also organised a short series of informal seminars during the summer of 2017:

• Postgraduate (Summer) Seminar Series 2017.

SIAM-IMA Student Chapter

I was Treasurer of the University of Bath SIAM-IMA Student Chapter from August 2016 until July 2018.

Contact Details

Full Name:

Mr Benjamin Robinson

Department:

Institute for Mathematical Innovation

Job Title:

Mathematical Innovation Research Associate

Telephone:

+44 1225 385632 (Extension: 5632)

E-mail Address:

B.A.Robinson 'at' bath.ac.uk

Postal Address:

Mr Benjamin Robinson
4 West 5.8
Dept of Mathematical Sciences
University of Bath
Bath
BA2 7AY
United Kingdom