Ph.D., Wisconsin, 1987
M.A., Wisconsin, 1984
B.S., St. Lawrence University, 1976
- Stochastic Control Theory
- Optimal Stopping
- Numerical Solution of Stochastic Control Problems
- Applications of Stochastic Processes
- Mathematical Finance
Selected Service, Projects, and Publications
- Former Graduate Program Coordinator
- Visiting Professor, University of Botswana, Gaberone, Botswana, Fall 2008
- Principal Investigator, Analysis, Control and Stopping of Singular Stochastic Control Problems, NSA grant, 2008.
- Determining the Optimal Control of Singular Stochastic Processes using Linear Programming, Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz, S. N. Ethier, Jin Feng, R. H. Stockbridge (eds.), IMS Collections 4 (2008), 137-153, with K. Helmes.
- Numerical Solution of a Long-term Average Control Problem for Singular Stochastic Processes, Mathematical Methods of Operations Research, 66 (2007), 451-473, with P. Kaczmarek, S. T. Kent, G. A. Rus, and B. A. Wade.
- Linear Programming Approach to the Optimal Stopping of Singular Stochastic Processes, Stochastics: An International Journal of Probability and Stochastic Processes, 79 (2007), 309-335, with K. Helmes.