Camilo Hernández

Contact: firstname + he [at] usc [dot] edu

Olin Hall 310U

Los Angeles, CA. 90089

I am an Assistant Professor of Industrial and Systems Engineering (ISE) at the University of Southern California. From 2022 to 2024, I was a Presidential Fellow at Princeton University's ORFE department hosted by L. Tangpi, and in 2021, I was a Chapman Fellow in Mathematics at Imperial College London. I obtained my Ph.D. in 2021 from Columbia University's IEOR department with D. Possamaï, where I was a Cheung–Kong innovation fellow. I received my M.S. and B.S. in Mathematics and B.S. in Economics from Universidad de Los Andes in Bogotá, Colombia.

The overarching theme of my work is the theory and applications of optimal stochastic control in continuous time. My research interests include contract theory, time inconsistency, financial mathematics, mean-field control theory, stochastic analysis and backward stochastic differential equations.  

More information is available on my CV and my Google ScholarArXiv, and Orcid pages.

Preprints and working papers

Publications

Ph.D. thesis

Hernández, C. (2021). Me, Myself and I: time-inconsistent stochastic control, contract theory and backward stochastic Volterra integral equations. Ph.D. thesis, Columbia University.

Coauthors

E. Ferrucci, H. Garcia, N. Hernández-Santibáñez, M. Höglund, E. Hubert, M. Junca, A. Muguruza, H. Moreno, D. Possamaï, C. Salvi, L. Sanchez-Betancourt, L. Tangpi, M. Velasco, Y. Zhang.

Photos. Top:  South West Bay. Providencia and Santa Catalina Island, Colombia; Bottom: Nature reserve Los Yataros. Boyacá, Colombia.