Home

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, mean-field games, and machine learning. I am particularly motivated by new challenges in stochastic networks, financial and actuarial mathematics, energy markets, machine learning, economics, and statistics.

Some representative keywords for my work:

diffusion approximations, large deviations, mean-field games, queueing theory, partial differential equations, control- and game-theory, diffusion models, reinforcement learning, and large-scale service systems.