H. Mete Soner
Işık İnselbağ Professor

I joined Sabancı University in September 2007 as the Işık Inselbağ Professor. Prior to that, I was at Koc University for seven years in the departments of mathematics and finance. I also served as the Dean of the College of Administrative Sciences and Economics between February 2002 and September 2007.

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. I was elected as the Highly-Cited Researcher by the Thompson-Scientific in 2004 (I am still the only scientist from Turkey in that list).

My research has been funded by US National Science Foundation (NSF), Turkish Scientific and Technological Research Council (TÜBİTAK), European 6th framework (through the networks HYKE and FRONTS) and the European Science Foundation (through AMaMeF). Recently, I became the first scientist in Turkey to receive an Advanced Grant from the European Research Council.

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