Gaoyue GUO (郭高月)

Laboratory MICS, CentraleSupélec, Université Paris-Saclay

Email : gaoyue (dot) guo (at) centralesupelec (dot) fr

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 Centre de Mathématiques Appliquées, Ecole Polytechnique.

Research Interests

(martingale) optimal transport

stochastic analysis

(quantum) stochastic control

particle system

numerical analysis

Jobs offers

PhD topic: Dynamic Nonlinear Pricing in Electricity Markets: A Principal–Agent Perspective