Presidential Chair in Mathematics
V.F. Neuhaus Centennial Professor
Department of Mathematics, College of Natural Sciences
Department of Information, Risk, and Operations Management
Red McCombs School of Business | The University of Texas at Austin
On the optimal portfolio problem with partial information and related mean field games with relative performance criteria
(with P. E. Souganidis)
Representation of forward performance criteria with random endowment via FBSDE and its application to forward optimized certainty equivalent
(with G. Liang and Y. Sun)
Decision Making under Costly Sequential Information Acquisition: the Paradigm of Reversible and Irreversible Decisions
(with R. Xu and L. Zhang)
