Dr. Asaf Cohen

Biography

Asaf Cohen is an Associate Professor in the Department of Mathematics at the University of Michigan. He holds a B.Sc. (2005), M.Sc. (2008), and Ph.D. (2013) from Tel Aviv University. His research explores various aspects of applied probability, stochastic processes, and control theory. Cohen's specific interests lie in mean-field games and mathematical finance, focusing on topics such as large deviation theory, stochastic control problems, and modeling under uncertainty. His work also covers the domain of risk-sensitive control in heavy traffic regimes, utilizing partial differential equations techniques in differential games. He is actively engaged in research involving machine learning and the implications of model uncertainty within these frameworks.

Research Interests