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). A major focus of my research is 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.


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

Lecture Notes


Publications and Preprints


Last updated: July, 2022.