Mathematical Sciences: Stochastic Control and Applications  in Mathematical Economics
{'Code': '03040100', 'Directorate': {'Abbreviation': 'MPS', 'LongName': 'Direct For Mathematical & Physical Scien'}, 'Division': {'Abbreviation': 'DMS', 'LongName': 'Division Of Mathematical Sciences'}}
{'SignBlockName': 'Michael Steuerwalt', 'PO_EMAI': None, 'PO_PHON': None}
Research in stochastic analysis and control, with special                  emphasis on mathematical economics and on problems of singular                  control and optimal stopping.  Particular topics include:                       (i)  a detailed study of single-agent portfolio/consumption                     problems with very general market models and utility functions,                 using techniques from stochastic analysis;                                      (ii)  the associated treatment of equilibrium problems for an                   economy with several agents, whose joint optimal actions                        determine the prices of traded commodites by "clearing" the                     markets;                                                                        (iii)  a new approach to optimal stopping using the theory of                   balayage semimartingales, and the discussion of its ramifications               for the reflection problem of Skorohod and for singular                         stochastic control; and                                                         (iv)  a study of integral functionals for diffusion processes and               semimartingales.
{'FirstName': 'Ioannis', 'LastName': 'Karatzas', 'PI_MID_INIT': None, 'PI_SUFX_NAME': None, 'PI_FULL_NAME': 'Ioannis Karatzas', 'EmailAddress': 'ik@math.columbia.edu', 'NSF_ID': '000176814', 'StartDate': '07/01/1988', 'EndDate': None, 'RoleCode': 'Principal Investigator'}
{'Name': 'Columbia University', 'CityName': 'NEW YORK', 'ZipCode': '100277922', 'PhoneNumber': '2128546851', 'StreetAddress': '615 W 131ST ST', 'StreetAddress2': 'MC 8741', 'CountryName': 'United States', 'StateName': 'New York', 'StateCode': 'NY', 'CONGRESSDISTRICT': '13', 'CONGRESS_DISTRICT_ORG': 'NY13', 'ORG_UEI_NUM': 'F4N1QNPB95M4', 'ORG_LGL_BUS_NAME': 'THE TRUSTEES OF COLUMBIA UNIVERSITY IN THE CITY OF NEW YORK', 'ORG_PRNT_UEI_NUM': None}
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[{'Code': '1266', 'Text': 'APPLIED MATHEMATICS'}, {'Code': '1454', 'Text': 'SYSTEMS THEORY'}, {'Code': '1518', 'Text': 'CONTROL, NETWORKS, & COMP INTE'}]
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