Dr. Mete Soner

Biography

Mete Soner is the Norman John Sollenberger Professor at Princeton University, where he also serves as the Chair of the Department of Operations Research and Financial Engineering. His research focuses on making decisions under uncertainty, particularly in related areas such as stochastic optimal control, Markov decision processes, nonlinear partial differential equations, probability theory, and mathematical finance. He has a keen interest in modern computational approaches in high-dimensional stochastic optimal control, particularly mean-field (or McKean-Vlasov) stochastic optimal control. Soner has co-authored significant works, including the influential book 'Controlled Markov Processes and Viscosity Solutions' published by Springer-Verlag. Throughout his career, he has also held positions at noted institutions such as ETH Zürich and Carnegie Mellon University as well as Sabanci and Koc Universities in Istanbul. His contributions to the field have been recognized through various awards, including the Alexander von Humboldt Foundation Research Award and election as a Fellow of the Society for Industrial and Applied Mathematics (SIAM).

Research Interests