Research Papers 

Multi-Agent Learning and Market Design with a Focus on Online Platforms 

• Equilibria under Dynamic Benchmark Consistency in Non-Stationary Multi-Agent Systems (with Ludovico Crippa and Yonatan Gur).  

• Computing and Learning Mean Field Equilibria with Scalar Interactions: Algorithms and Applications. 

• Budget Pacing in Repeated Auctions: Regret and Efficiency without Convergence (with Jason Gaitonde, Yingkai Li, Brendan Lucier, and Aleksandrs Slivkins). A preliminary version appeared in Innovations in Theoretical Computer Science 2023  (ITCS 2023). 

• Social Learning under Platform Influence: Consensus and Persistent Disagreement (with Ozan Candogan, Nicole Immorlica, and Jerry Anunrojwong).  

• Quality Selection in Two-Sided Markets: A Constrained Price Discrimination Approach (with Ramesh Johari and Gabriel Weintraub). Operations Research, 2024. 

Large Dynamic Economies, General Equilibrium, Interacting Particle Systems 

• Bounded Foresight Equilibrium in Large Dynamic Economies with Heterogeneous Agents and Aggregate Shocks (with Bilal Islah). 

• Invariant Distributions in Nonlinear Markov Chains with Aggregators: Theory, Computation, and Applications.  

• General equilibrium in a heterogeneous-agent incomplete-market economy with many consumption goods and a risk-free bond. Operations Research, 2023. 

• Mean field equilibrium: uniqueness, existence, and comparative statics (with Gabriel Weintraub). Operations Research, 2022. Selected for Highlights Beyond EC. 

• Uniqueness of equilibrium in a Bewley-Aiyagari model. Economic Theory, 2020.

Dynamic Optimization and Systems

• A note on the stability of Monotone Markov Chains.  Operations Research Letters, 2024.   

• The Principle of Optimality in Dynamic Programming: A Pedagogical Note.  Operations Research Letters, 2024.  

• Stochastic comparative statics in Markov decision processes. Mathematics of Operations Research, 2021.

• Precautionary saving in a Markovian earnings environment. Review of Economic Dynamics, 2018. 

• The effect of interest rates on consumption in an income fluctuation problem (with Ehud Lehrer). Journal of Economic Dynamics and Control, 2018.   

Risk Management and Stochastic Inequalities

• A Characterization of the n-th Degree Bounded Stochastic Dominance (with Andres Perlroth).  

• Improving Hoeffding's inequality using higher moments information.  Statistics & Probability Letters, 2023.  

• New Jensen-type inequalities and their applications. Journal of Convex  Analysis, 2022.

• The Family of Alpha,[a,b] Stochastic Orders: Risk vs. Expected Value (with Andres Perlroth).  Journal of Mathematical Economics, 2021.