I am a Professor in the Department of Analytics and Operations and the Department of Finance. I'm also a member of the Institute for Operations Research and Analytics where I serve as the Director of the PhD program. From 2002-2014, I was on the faculty of the Department of Industrial Engineering and Operations Research at the University of California (Berkeley).
I am interested in stochastic control, stochastic models, robust decision making and learning, and decentralized optimization and control of stochastic systems, and applications in financial engineering and operations research. My papers have appeared in journals including Operations Research, Management Science, the IEEE Transactions on Automatic Control, the SIAM Journal on Control and Optimization, Mathematics of Operations Research, Mathematical Finance and Insurance: Mathematics and Economics.
I am a past recipient of the National Science Foundation CAREER Award, serve on the editorial boards of Operations Research and Management Science, and was formerly on the editorial board of the IEEE Transactions on Automatic Control.