Michael Ludkovski, faculty
ludkovski@pstat.ucsb.edu
http://www.pstat.ucsb.edu/faculty/ludkovski/
Office: 5520 South Hall
Phone: (805) 8935634
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Academic Department:

Statistics and Applied Probability (PStat)

Research Affiliations:
Center for Control, Dynamical-systems, and Computation (CCDC)

Recent awards:

Recently taught courses:

Recent Publications:

Ludkovski M, Sircar R. Exploration and Exhaustibility In Dynamic Cournot Games. European Journal of Applied Mathematics. 2012;23:343–372.
Ludkovski M. Bayesian Quickest Detection In Sensor Arrays. Sequential Analysis-design Methods and Applications. 2012;31:481–504.
Leung T, Ludkovski M. Optimal Timing To Purchase Options. Siam Journal on Financial Mathematics. 2011;2:768–793.
Ludkovski M. A Simulation Approach To Optimal Stopping Under Partial Information. Stochastic Processes and their Applications. 2009;119:4061–4087.