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 the Division of 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.

In the Fall 2017 semester I am teaching IEOR 4701, Stochastic Models. Information and course materials are posted on Courseworks.

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

Publications and Preprints

Last updated: September, 2017.