Isabel Agostino

Hi! I am Isabel Agostino, a Ph.D. candidate in Industrial Engineering & Operations Research at the University of California, Berkeley. My advisor is Thibaut Mastrolia, and I am fortunate to have also previously worked with Alper Atamtürk. Prior to beginning my Ph.D., I worked as a business process optimization consultant for West Monroe. I graduated summa cum laude and phi beta kappa with a Bachelor of Science in Mathematics from William & Mary, where I also studied economics and chemistry.

Research Interests

I am currently working on stochastic control, especially its role in designing contracts under uncertainty and threat from cyber attacks. Recently, I have been working on:

• Numerical methods for approximation of unsolvable free-boundary gradient-constrained PDEs with jumps
• Valuation of energy contracts with cyberattacks and random stopping

Selected Publications

Pre-prints

• Approximation of Singular-Stopping Control Driven by Hawkes Processes via Rescaled MDPs] with Thibaut Mastrolia

Education

• Ph.D. in Industrial Engineering & Operations Research, University of California, Berkeley
  2024 - Present
• M.S. in Industrial Engineering & Operations Research, University of California, Berkeley
  2023 - 2024
• B.S. in Mathematics, William & Mary
  2018 - 2022