Gaoyue GUO (郭高月)
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Laboratory MICS, CentraleSupélec, Université Paris-Saclay
Bouygues Hall, Office sc.101, 3 Rue Joliot Curie, 91190 Gif-sur-Yvette, France
Phone : +33 1 75 31 64 18
Email : gaoyue (dot) guo (at) centralesupelec (dot) fr
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About Me
I am a tenured assistant professor (Maître de Conférences) of Laboratory in Mathematics and Computer Science (MICS) at CentraleSupélec and a researcher in the "Fédération de Mathématiques de CentraleSupélec" (CNRS FR3487). Before joining CentraleSupélec MICS, I was postdoc respectively in Department of Mathematics, University of Michigan (2018-2020) and Mathematical Institute, University of Oxford (2016-2018). I received the Ph.D degree in Oct, 2016, from Département de Mathématiques Appliquées, Ecole Polytechnique. My thesis advisor is Professor Nizar Touzi. Prior to that, I obtained an engineer diploma (Diplôme d'ingénieur) from Ecole Polytechnique.
Research Interests
(martingale) optimal transport
(optimal) Skorokhod embedding
(quantum) stochastic control
particle system
numerical analysis
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