## Applied Mathematics Colloquium: Dr Mihai Sirbu

#### University of Texas at Austin

Friday, April 15, 2022 · 2 - 3 PM

Title: Utility maximization in incomplete markets and sensitivity with respect to models

Abstract: We will review the problem of optimal investment in general semi-martingale markets. Then, we will describe some results (joint with Oleksii Mostovyi) on approximations for value functions and optimal strategies with respect to small changes in the underlying models.