Research Interests: Stochastic Optiml Control, Reinforcement Learning, Generative Modelling, Mean-Field Game Theory.
Specific Topics: Optimal dividend problem using new emerging ideas from Reinforcement Learning for continuous models. ( This includes computational framework, such as creating analogous problems in RL to classical stochastic control problems, designing Policy improvement and Policy Evaluation algorithms, extending ideas from Reinforcement learning in discrete spaces to continuous models as well as the mathematical framework such as study and analysis of HJB equations using viscosity solutions literature, Dynamic Programming and ODE theory.
Pre-Print: https://browse.arxiv.org/pdf/2309.10242.pdf
Talks:
New England Dynamics Seminar (NEDS), Boston University (April 2025)
Learning Learning seminar at Univ. of Massachusetts, Amherst math department (Fall 2024).
14th WiMSoCal Symposium at Pomona College (February 2024)
Financial and Actuarial Mathematics Seminar at UCLA (January 2024)
Graduate Colloquium of USC math department (Fall 2023).
Speaker at the 11th Western Conference on Mathematical Finance (WCMF) in UC Berkeley, California (March, 2023).
Undergraduate Research Area: A survey of Computational Topology and its applications in Data Analysis (Scope: Studying Simplices and Simplicial Complexes, Homology groups, and Morse functions; analyzing and visualizing data sets by obtaining connectivity information of the data set by computing the persistence of Homology via Rips Complexes and Morse functions; studying mapper algorithm and its applications).