Felix Höfer

I am a postdoctoral principal researcher with Professor Barış Ata at Booth School of Business at the University of Chicago. I obtained my Ph.D. under the supervision of Professors H. Mete Soner and Emma Hubert in the Department of Operations Research and Financial Engineering (ORFE) at Princeton University. I hold an MASt from the University of Cambridge (Part III Mathematics) and an MSc from the London School of Economics and Political Science. I completed my undergraduate studies at the Universities of Hamburg and Mannheim.

My research focuses on the high-dimensional optimal control, mean-field games, and their applications in operations research and economics. I have been awarded Princeton's SEAS Award for Excellence.

Selected presentations can be found here.

Recent preprints

Stationary Heterogeneous-Agent Models in Continuous Time
(submitted)

Convergence of Potential Mean-Field Games via Lyapunov Methods
(submitted)

Iterative Schemes for Markov Perfect Equilibria
with Mathieu Laurière, H. Mete Soner and Qinxin Yan, Mathematical Finance (2026)

Published papers

Markov Perfect Equilibria in Discrete Finite-Player and Mean-Field Games
with H. Mete Soner and Atilla Yılmaz, SIAM Journal on Control and Optimization (2026)

Optimal Control and Potential Games in the Mean Field
with H. Mete Soner, Stochastic Processes and their Applications (2026)

Synchronization Games
with H. Mete Soner, Mathematics of Operations Research (2025)