Faculty Profile

Michael Ludkovski

Assistant Professor

Statistics & Applied Probability


Contacts

5520 South Hall, Statisticus & Applied Probability 3110
University of California
Santa Barbara, CA 93106-3110

tel: 893-5634
ludkovski@pstat.ucsb.edu

Personal web site

Research Description

Research interests are in the area of financial mathematics and stochastic control, specifically on continuous-time control of Markov processes with applications in finance, insurance and decision sciences.

Biography

Professor Ludkovski comes to UCSB from the University of Michigan where he held an Assistant Professor appointment.


Selected Publications

See complete list of publications