I am a Professor in the Department of Analytics and Operations and the Department of Finance. I am the Deputy Director of stuff at the Institute for Operations Research and Analytics. 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 and have served on the editorial boards of Operations Research and Management Science, and the IEEE Transactions on Automatic Control.