About me

I'm Professor for Probability and Statistics at the Department Of Mathematics, Christian-Albrechts University Kiel.

My research covers the theory of stochastic processes and their applications in a wide variety of fields. In particular, I study optimal stopping, impulse-control, mean-field, time-inconsistent and worst-case problems. Applications include pricing of American options, optimal harvesting, and economics.

I furthermore work on machine learning (prim. reinforcement learning), numerical methods, sequential statistics, applications of probabilistic methods in Banach space theory, agent-based models, stochastic analysis, pattern recognition, design of clinical trials, applied statistics, and in the popular scientific field. See also my official webpage.

I am member of the editorial board of the Journal of Applied Probability and Advances in Applied Probability.