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.

Related News

previous | next

Mathematics

2074 East Hall
530 Church Street
Ann Arbor, MI 48109-1043

Undergraduate Student Services: math-undergrad-office@umich.edu
Graduate Student Services: math-grad-office@umich.edu
Intranet

734.764.0335

734.763.0937

Sitemap

Search: {{$root.lsaSearchQuery.q}}, Page {{$root.page}}

for

Search: {{$root.lsaSearchQuery.q}}, Page {{$root.page}}

for

Asaf Cohen

About

About

Related News