Asaf Cohen

Assistant Professor

asafc@umich.edu

Office Information:

Office Number: 2854

Financial and Actuarial; Mathematics

Education/Degree:

B.Sc., Tel-Aviv University (2005)
M. Sc., Tel-Aviv University (2008)
Ph. D., Tel-Aviv University (2013)

About

My research interests are in applied probability, stochastic processes, and control theory. Specifically, I focus on mean-field games, mathematical finance and actuary, diffusion scale and large deviation scale analysis of stochastic control problems and games, machine learning, model uncertainty, risk-sensitive control, heavy traffic regimes, and partial differential equations techniques in stochastic control and differential games.

About

My research interests are in applied probability, stochastic processes, and control theory. Specifically, I focus on mean-field games, mathematical finance and actuary, diffusion scale and large deviation scale analysis of stochastic control problems and games, machine learning, model uncertainty, risk-sensitive control, heavy traffic regimes, and partial differential equations techniques in stochastic control and differential games.

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Asaf Cohen

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