Contact
Room 3429, Department of Mathematics
HKUST, Clear Water Bay, Kowloon, HKSAR
Email: masdeng (at) ust (dot) hk
Research Interests
Stochastic Control/Optimal Stopping Problems in Mathematical Finance and Economics
Mean Field Games/Mckean-Vlasov Dynamics
(Martingale) Optimal Transport/ Distribution-constrained stopping
I am a tenure-track assistant professor at Department of Mathematics, HKUST since July 2022. Before coming to HKUST, I was a Byrne postdoc fellow and assistant professor at Department of Mathematics, University of Michigan from 2019 to 2022, working with Professor Erhan Bayraktar. I obtained my PhD in 2019 from CEREMADE, Paris Dauphine-PSL University, under the supervision of Professor Bruno Bouchard and Professor Xiaolu Tan.
I co-organize the Hong Kong-Singapore joint seminar series in Financial Mathematics/Engineering.
Referee Services: Finance and Stochastics, Mathematics of Operations Research, Applied Mathematics and Optimization, Stochastics, SIAM Journal on Financial Mathematics, Journal of Optimization Theory and Applications, Mathematical methods of Operations Research, Advances in Applied Probability, European Journal of Operational Research.