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Daniel Lacker

Assistant Professor
Industrial Engineering and Operations Research
Columbia University
United States of America

Biography

Daniel Lacker joined the Department of Industrial Engineering and Operations Research as an Assistant Professor in Fall 2017. From 2015 to 2017, he was a National Science Foundation postdoctoral research fellow in the Division of Applied Mathematics at Brown University. He received his PhD in Operations Research and Financial Engineering from Princeton University in 2015. Daniel's broad research interests fall within applied probability, stochastic analysis, and mathematical finance. He is particularly focused on the theory and applications of mean field games, a paradigm for modeling large-scale competitive systems.

Research Interest

"Applied Mathematics "

Publications

  • Lacker D (2017) Limit theory for controlled McKean-Vlasov dynamics. SIAM J Cont Opt 55: 1641-1672.

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