Portrait of Prof. Dylan Possamaï  

Dylan Possamai

ASSISTANT PROFESSOR OF INDUSTRIAL ENGINEERING AND OPERATIONS RESEARCH

Dylan Possamaï’s research interests span several areas of applied mathematics, including optimization and stochastic control, backward stochastic differential equations, and stochastic analysis, in mathematical finance and economics. Applications areas for his work include robust finance, contract theory, electricity markets, and general incentives problems in economics.

Prior to joining Columbia Engineering in 2017, Possamaï was a tenured assistant professor at Université Paris Dauphine in France from 2012 to 2016.

He earned his PhD in 2011 from École Polytechnique, France; his MS in 2009, from UPMC Sorbonne Universités, and his BS in 2009 from École Polytechnique. He received the best young research in finance and insurance award of the Europlace Institute of Finance in 2017.