Ph.D. in Applied Mathematics
University of Southern California, 2011-2016.
Thesis Advisor: Mohammed Ziane.
M.S. in Mathematics
Sabanci University, Turkey. 2009-2011.
M.S. in Computer Engineering
Sabanci University, Turkey. 2007-2009.
B.S. in Computer Science & Engineering
Minor in Mathematics.
Sabanci University, Turkey. 2000-2005.
Sankt Georg Austrian High School, 1992-2000.
Assistant Professor, Nazarbayev University, Kazakhstan (August, 2019 – Present)
Data Scientist/Optimization, Grab, Singapore (March, 2019 – July, 2019)
Research Associate, Computational Finance and Risk Management Programme, University of Washington, Seattle (September, 2016 – July, 2018)
“Robust Merton Problem with Time Varying Nondominated Priors”,
“Optimal Control of MDPs with Unbounded Cost on Infinite Horizon”, Journal of Compu- tational and Applied Mathematics, Volume 344, 15 December 2018, Pages 275-287.
“Optimal Contract Design in the Principal Agent Problem with Unknown Productivity”, Turkish Journal of Mathematics 42, pp. 977-992,
“Decomposability and Time Consistency of Risk Averse Multistage Programs”, (with Alexan- der Shapiro) Operations Research Letters, vol. 44, pp. 663-665,
“On the Galerkin Approximation and Strong Norm Bounds for the Stochastic Navier-Stokes Equations with Multiplicative Noise”, (with Mohammed Ziane and Igor Kukavica), Differen- tial and Integral Equations, Volume 31, Number 3/4 (2018), 173-186.
“Continuity of Cost Functional and Optimal Feedback Controls for the Stochastic Navier Stokes Equation in 2D”, Communications on Pure and Applied Analysis, vol. 16, pp. 189- 207,
“Controlled Markov Chains with AVaR-Criteria, for Unbounded Costs”, Journal of Compu- tational and Applied Mathematics, Volume 319, 2017, pp. 24-37.