My research interests lie in computational economics and game theory. I am particularly trying to understand the nature of incentive problems in a dynamic context. These kind of problems occur e.g. in taxation, manager remuneration and insurance. They pose a significant mathematical challenge for two reasons. On the one hand they are bilevel optimization problems. And on the other hand it is necessary to solve complicated dynamic programs.

I am interested in any project that involves a novel computational challenge. It can be that either the size of the problem is prohibitive for conventional methods or that even writing down the solution conditions is hard. For example finding solutions to a high dimensional dynamic program or equilibria of a dynamic game.