I am a post doc in Illinois Tech. My research focuses on various aspects of applied mathematics, including stochastic control, mean field games, game theory, and agent-principal problems. The majority of my works study financial models with multiple agents using control theory.
Working Papers
Mutual Funds' Competition for Investment Flows based on Relative Performance
(with Gu Wang), preprint.
The convergence rate of the equilibrium measure for the LQG Mean Field Games with a Common noise
(with Jiamin Jian, Qingshuo Song, and Peiyao Lai), submitted.
Optimal Tax Rate
(with Stephan Sturm), in progress