I am always keen on interesting collaborations and PhD projects in the following and other areas.

### Current research areas:

- Approximation and reinforcement learning of stochastic control problems, eg, policy gradient methods, numerical analysis of HJB equations.
- Mathematical analysis of artificial neural networks -- and real ones.
- Mean-field limits of particle systems and mean-field control problems.
- Numerical approximation of high-dimensional SDEs and PDEs.
- Simulation of SPDEs of Zakai-type and of large particle systems.
- Mathematical modelling of financial markets, eg, calibration, pricing and risk management of financial derivatives.

*See the publications page to get an idea of the flavour of ongoing and past projects.*