Applied mathematics · stochastic systems · high-dimensional modeling
Guillermo Alonso Alvarez
Postdoctoral Assistant Professor
Department of Mathematics, University of Michigan
I am a postdoctoral assistant professor at the University of Michigan, where I work with Erhan Bayraktar and Ibrahim Ekren. My research sits at the intersection of stochastic control, contract theory, mean field games, and machine learning, with applications in finance and actuarial mathematics.
Before joining Michigan, I completed my PhD in Applied Mathematics at Illinois Tech under the supervision of Sergey Nadtochiy. I build mathematical models for dynamic decision-making under uncertainty, with a particular interest in incentives, high-dimensional systems, and modern computational methods.