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John P. Lehoczky, Professor of Statistics and Mathematics Ph.D., Stanford University Email: jpl@stat.cmu.edu Office: Baker Hall 232G Phone: 4122688725 Research:My research is in the area of stochastic processes and their application in mathematical finance, computer, communication and manufacturing systems, queueing theory and stochastic control. In mathematical finance, I'm studying the problem of finding the optimal consumption and investment policies for a single agent and the existence and uniqueness of equilibrium. My research involves Brownian motion, martingales and It calculus. Other areas of my research involve the asymptotic analysis of manufacturing systems and scheduling algorithms for realtime computer systems.Selected Publications:
