I am a postdoc at Imperial Business School. Broadly speaking, I am interested in theory and methodology that enables decision-making under uncertainty. My PhD Thesis is available here.
Don’t Look Back in Anger: Wasserstein Distributionally Robust Optimization with Nonstationary Data. With Eddie Anderson & Wolfram Wiesemann. Working paper (2025).
Nonstationary Distribution Estimation via Wasserstein Probability Flows. With Eddie Anderson. Working paper (2025).
Epi-Consistent Approximation of Stochastic Dynamic Programs. With Johannes Royset. Journal of Convex Analysis (2025).
On the Out-of-Sample Performance of Stochastic Dynamic Programming and Model Predictive Control. With Andy Philpott & Eddie Anderson. INFORMS Journal on Optimization (2025).