stochastic control theory การใช้

• His main research interests are in mathematical finance, contract theory, stochastic control theory, and stochastic differential equations.
• The adaptation of the different schemes for processing variations is quantified for a range of fluctuating environments, following an approach that links quantitative genetics with stochastic control theory.
• In 2002, he was awarded the Naylor Prize by the London Mathematical Society for his " contributions to stochastic analysis, stochastic control theory and mathematical finance " and delivered a lecture titled " Optimal investment with randomly terminating income ".