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Email: asafc@umich.edu
Office: 2854 East Hall
Mailing address:
University of Michigan,
530 Church St,
Ann Arbor,
MI 48109
USA
I am an Associate Professor in the Department of Mathematics at the University of Michigan, Ann Arbor.
My research interests are applied probability with a focus on control theory, game theory, and mean-field games. I am particularly motivated by new challenges in stochastic networks, financial and actuarial mathematics, energy markets, economics, statistics, epidemiology, and biology.
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.