H. Mete Soner
Işık İnselbağ Professor

I joined Sabanci University in September 2007 as the Işık Inselbağ Professor. Prior to that, I was at Koc University for seven years where I served as the Dean of the College of Administrative Sciences and Economics since February 2002.

I received my Ph.D. from the Division of Applied Mathematics of Brown University. After a one-year postdoctoral stay at the Institute for Applied Mathematics, I joined the Department of Mathematical Sciences at Carnegie Mellon in 1986. In September 1998, I moved to Princeton and became the Paul M. Wyhtes '55 Professor of Engineering and Finance. During my tenure at Princeton I was affiliated with the Program in Applied and Computational Mathematics, the Department of Operations Research and Financial Engineering (ORFE) and the Bendheim Center of Finance.

I have co-authored a book, with Wendell Fleming, on viscosity solutions and stochastic control; Controlled Markov Processes and Viscosity Solutions, Springer-Verlag, 1993 (second edition in 2005), and authored or co-authored several articles on nonlinear partial differential equations, viscosity solutions, stochastic optimal control and mathematical finance.

I am a member of the Turkish Academy of Sciences, TUBA, since December 2001, and I received the TUBITAK-TWAS Science award in 2002.

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