Mengdi Wang

Associate Professor of Operations Research and Financial Engineering

Office: 226 Sherrerd Hall

Interdisciplinary Research Area: Applied Math, Data Science, Financial Technology

Research Area: Decision making and reinforcement learning problems involving uncertainty or hidden information; modeling uncertainty and designing algorithmic approaches that "learn" the best decisions as information is revealed. optimization (stochastic, online, and even more), stochastic programming, variational inequalities, dynamic programing, statistical learning, and game dynamics.