Die Erholunsgzone vor dem D4 Gebäude über dem Brunnen.

Researcher of the Month - Birgit Rudloff, Institute for Statistics and Mathematics


The title Researcher of the Month is awarded every month as a special recognition and appreciation of the research achievements of the distinguished person.

Risks and returns, price equilibria, or systemic risk – if a situation involves multiple criteria or actors, concepts such as the Nash equilibrium and Pareto optimality can help in decision-making. So far, the Nash and Pareto concepts have been regarded as inherently different. Birgit Rudloff, deputy head of the Institute for Statistics and Mathematics, has now shown that the two concepts coincide under certain conditions. This insight makes it possible to apply Pareto optimality methods and algorithms to Nash equilibria. In recognition of her contributions, Birgit Rudloff has been named our latest Researcher of the Month.

This video provides insights into Professor Rudloff’s work.

Birgit Rudloff, a native of eastern Germany, earned her PhD in financial mathematics at Martin Luther University Halle-Wittenberg. She went on to complete a one-year research stay at the Institute for Pure and Applied Mathematics (IMPA) in Rio de Janeiro and worked as a postdoctoral researcher at TU Wien. From 2006 to 2015, Birgit Rudloff was an assistant professor at Princeton University, Department of Operations Research and Financial Engineering. She moved on to WU in 2015.

Professor Rudloff’s research has been published in leading international journals, including Operations Research, Finance and Stochastics, Bernoulli, the SIAM Journal on Financial Mathematics, Mathematical Programming, and Mathematics of Operations Research. Her contributions have earned her several international awards.

We congratulate Professor Rudloff on her nomination as Researcher of the Month and are looking forward to her future research at WU.

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