My research broadly spans the area of mathematical programming, more specifically stochastic optimization and decision under uncertainty, with emphasis on the analysis and optimization of quantitative risk. I am also working on adjacent and/or related areas, specifically statistical machine learning, stochastic control and signal processing, frequently through the lens of stochastic optimization.
From the perspective of applications, a significant part of my work focuses on stochastic resource allocation found in areas such as networking/communications and portfolio management, as well as enabling distributionally robust, fair and trustworthy wireless autonomy.
