About me

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, dynamic games and  time-inconsistent  problems. Applications include finance and economics, biology, and neuroscience. 

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.