About me

I am a professor of mathematics at the School of Applied Mathematics, Getulio Vargas Foundation (FGV), Rio de Janeiro, Brazil. My research interests are mainly in the areas convex optimization, though I worked also with complex analysis and stochastic processes. I am particularly interested in multistage stochastic optimization, its relations to optimal control, and its aplications and interplay with machine learning and data science.

I am also interested in the history of mathematics, and in the multiple relations between physics and mathematics, from classical mechanics to relativity and quantum physics.