Diogo Aguiar Gomes

Biography

Diogo Aguiar Gomes is a Professor of Applied Mathematics at King Abdullah University of Science and Technology (KAUST), known for his contributions to the fields of Mean-field Games (MFG) and Hamilton-Jacobi equations. Professor Gomes has made notable advancements in regularity theory and monotonicity methods for mean-field games, as well as in Aubry-Mather theory, focusing on selection principles and the large-time behavior associated with Hamilton-Jacobi-Bellman equations. Professor Gomes's impact is further evidenced by his extensive publication record, which features papers in leading mathematical journals, including the SIAM Journal of Financial Mathematics , Mathematische Annalen , and the SIAM Journal on Mathematical Analysis . His recent work examines applications of Mean Field Game theory within financial mathematics, provides comprehensive analyses of large-time profiles for Hamilton-Jacobi-Bellman equations, and investigates the existence of solutions for stationary mean-field games using variational inequalities. Professor Gomes has authored several books, including Regularity Theory for Mean-field Game Systems (Springer, 2016), Economic Models and Mean-field Games Theory (IMPA, 2015), and Viscosity Solutions of Hamilton-Jacobi Equations (IMPA, 2009). Professor Gomes holds a Ph.D. in Mathematics earned in 2000 from the University of California, Berkeley, and a Habilitation in Mathematics from the Technical University of Lisbon in 2006. Following his doctorate, he held positions as a Postdoctoral Fellow at the Institute for Advanced Study in Princeton and as a Bing Instructor at the University of Texas at Austin. Before joining KAUST, he was a professor at Instituto Superior Técnico in Lisbon, Portugal.