High level objective

Understanding how to act and make decisions in dynamic, complex and uncertain environments that often contain multiple agents and how to model and understand high dimensional phenomena in general and dynamics in particular. I also like to see things work in the real world. This leads to focusing on:

• High dimensional statistics and learning
  

• Uncertainty and risk in decision making
  

• Learning and modeling dynamics from data
  

• Systems that include multiple decision makers: Multi-agent/distributed/many players/adaptive systems
  

See my publications page for more details.

More specific research interests

• Machine Learning (theory, algorithms, and applications). I am interested in high-dimensional problems with uncertainty in the data and modeling and learning dynamics (e.g., networks).
  
  
• Reinforcement Learning and Markov decision processes. I am interested in the theory and application of Markov decision processes. I have worked quite a bit on adaptive control and learning algorithms for (large) stochastic systems.
  

• Learning, optimization and control under uncertainty. Robust and stochastic optimization and statistical analysis of such approaches.
  
  
• Games. Stochastic, dynamic, network, and differential games; applications in networks and resource sharing.
  
  
• Multi-agent systems. Especially learning in such systems (e.g., online learning and learning in games). The goal here is to design economic systems (e.g., markets) where equilibrium is also a good social outcome.
  
  
• Optimization of large scale problems. Especially combinatorial optimization using heuristic and statistical methods (e.g., the Cross Entropy method) and stochastic optimization.
  
  
• Applications. I am interested and have worked (i.e., got to a semi-commercial prototype at least or plan to) on the following eclectic list of applications: large-scale communication network optimization, power management for laptops, adaptive compression of large data bases, a learning agent for combat planes simulator, cognitive radio networks, human activity recognition, stochastic approaches to decoding of LDPC codes: theory, dynamics and hardware implementation. All the above applications share the following: big, hard optimization problems with uncertainty that call for statistical tools and stochastic analysis. Many of these problems have a multi-agent flavor as well that requires a game-theoretic analysis. Recently, I have become more and more involved in smart grids and power markets.
  

Open Positions (updated: March 12)

1. I am looking for postdocs and graduate students to join my team at the Technion. Please consider that working with me requires very strong mathematical skills and/or true hacking capabilities.  Email me your resume and a brief explanation of what you want to do if you are interested.
   
2. I am looking for EE/CS/Math undergrads who are either mathematically strong or programming wizards for some very cool projects in power markets analysis and mobile phone (Android) programming.
   

Contact