Research Interests

I obtained my Ph.D. from Georgia Tech in 2014 under the supervision of professor Haomin Zhou. My main interest was to design algorithms and numerical methods for problems that can be solved using stochastic techniques or differential equations. The areas of application I worked on include path planning and mathematical finance. More specifically, I am interested in

  • Random Dynamical System
  • Computation of Partial Differentail Equations and Stochastic Differential Equations
  • Optimal Transport
  • Stochastic Optimal Control in Finance

After graduation, I joined Wells Fargo Securities as a quantitative analyst.


Publications

  • Game Theory
    • Equilibrium selection via optimal transport. Shui-Nee Chow, Wuchen Li, Jun Lu, and Haomin Zhou, submitted, 2017
    • Population games and discrete optimal transport. Shui-Nee Chow, Wuchen Li, Jun Lu and Haomin Zhou, submitted, 2017
  • Finance
    • Pricing tradable capacity options. Shijie Deng, Jun Lu, D.J. Wu. Working paper
  • Optimal control and Robotics
    • Method of evolving Junctions: A new approach to optimal path-planning in 2D dynamic environments, Wuchen Li, Shui-Nee Chow, Magnus Egerstedt, Jun Lu and Haomin Zhou, International Journal of Robotics Research, 2017
    • Method of Evolving Junctions: A new approach to optimal control with constraints. Shui-Nee Chow, Wuchen Li, Jun Lu, Haomin Zhou, Automatica, 2017
    • Shortest paths through 3-Dimensional cluttered environment. Jun Lu, Yancy Diaz-Mercado, Magnus Egerstedt, Haomin Zhou, International Conferences on Robotics and Automation, 2014
    • Finding the shortest path by evolving junctions on obstacle boundaries (E-JOB): An initial value ODE's approach. Shui-Nee Chow, Jun Lu, Haomin Zhou, Applied and Computational Harmonic Analysis, 2013
    • Fast numerical methods based on SDEs for several problems related to the shortest path. Shui-Nee Chow, Jun Lu, Haomin Zhou, MAA special issue, 2014
    • Shortest path amid 3-D polyhedral obstacles. Shui-Nee Chow, Jun Lu, Haomin Zhou, submitted to SIAM multiscale modeling and simulation
    • Minimal cost path in dynamic environments. Shui-Nee Chow, Wuchen Li, Jun Lu, Haomin Zhou, submitted to Journal of Differential Equations

Teaching

Conferences

  • (Talk) The Third SIAM Gators Student Conference, University of Florida, 2014
  • (Poster) Georgia Scientific Computing Symposium, 2011, 2012, 2013
  • First International Conference on Dynamics of Differential Equations, 2013
  • (Poster) International conference on the Frontier of Computational and Applied Mathematics, 2012
  • (Poster) DTRA/NSF Algorithm Workshop, Boston, 2011