Office: 2854 East Hall
University of Michigan,
530 Church St,
My research interests are applied probability and control theory and their applications to mean-field games, mathematical finance, and stochastic networks. Some representative keywords for my work:
diffusion approximations, large deviations, mean-field games, queueing theory, partial differential equations, risk-sensitive control, Bayesian sequential testing problems, bandit problems, and large scale service systems.