Prof. Dr. Caroline Geiersbach

Assistant Professor of Mathematics (Optimization under Uncertainty)
at the University of Hamburg

The focus of my research is in stochastic optimization and algorithms over possibly infinite-dimensional spaces.

Stochastic optimization
- Problems formulated over function or shape spaces with uncertainties
- Nonsmooth problems and regularization techniques
- Stochastic generalized Nash equilibrium problems
- Applications, including in energy and shape optimization, to problems constrained by partial differential equations

Algorithms
- Projected and proximal stochastic gradient methods
- Convergence theory
- Numerical error associated with discretization

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