Gaoyue GUO (郭高月)

alt text 
    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

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