About me

I am an assistant professor in Industrial Engineering and Operations Research (IEOR) at Columbia University, affiliated with the Data Science Institute. 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 CV.

My research is supported in part by the Air Force Office of Scientific Research Grant FA9550-19-1-0291 and the NSF CAREER award DMS-2045328 (starting July 2021).

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

Lecture Notes

Publications and Preprints

Last updated: November, 2021.