My primary research interests lie in the domains of Stochastic Systems, Stochastic Control, Applied
Probability, Stochastic Processes, and Numerical Methods. My focus is on the development and
analysis of stochastic hybrid systems, which may include jumps, various delays, and impulses. My
objective is to establish explicit criteria for different types of stability and to address
stabilization challenges. Additionally, I am dedicated to creating numerical approximations for
these complex systems. Building upon this foundation, I explore numerous related optimal control
problems. A significant part of my work involves the development of numerical methods to approximate
both the cost (or value) function and optimal controls, utilizing the Markov chain approximation
method.
