Kerstin Lux

Kerstin Lux is a Ph.D. student at the University of Mannheim in the Scientific Computing Research Group (SCICOM) of Prof. Dr. Simone Göttlich. Being fascinated by the interdisciplinary nature of the topic (stochastics, optimization, hyperbolic PDEs), her research
focuses on the optimal inflow control in supply systems with uncertain demands. One such supply system could be a power system. There, she tackles the question of how much power to inject into the system that faces a stochastic demand stream by using a model predictive control approach. Moreover, she uses uncertainty quantification for an adaptation to different levels of risk aversion.

In 2013, she successfully completed her Bachelor’s course in Business Mathematics at the University of Mannheim during which she studied one semester abroad at the “Université Nice Sophia Antipolis’’, France. In 2016, she received her Master’s degree in Business Mathematics at the University of Mannheim being awarded the “Werner-Oettli-price’’ for one of the two best master thesis 2015/16. Her thesis entitled “The Euler scheme for
stochastic differential equations with discontinuous drift coefficient: analysis and simulations’’ has been developed based on a cooperation with the University of the Aegean, Greece.