About me

I am an assistant professor in Industrial Engineering and Operations Research (IEOR) at Columbia University. From 2015-2017 I was an NSF postdoctoral fellow in Applied Mathematics at Brown University, and before that I completed my Ph.D. in 2015 at Princeton University in the department of Operations Research and Financial Engineering (ORFE). My research so far has focused largely on the theory and applications of mean field games, where the areas of interacting particle systems, stochastic control, and game theory intersect. More broadly, I am interested in many topics in probability and mathematical finance. Click here for a complete CV.

Office: Mudd 306
Email: daniel.lacker (at) columbia (dot) edu

Lecture Notes

  • Notes from my mini-course at the 2018 IPAM Graduate Summer School on Mean Field Games and Applications, titled "Probabilistic compactification methods for stochastic optimal control and mean field games."
  • Rough lecture notes from the Spring 2018 PhD course (IEOR E8100) on mean field games and interacting diffusion models. Read at your own risk!

  • Publications and Preprints

    Last updated: September, 2018.