Teaching Duties (2015-2017)
Measure
theory and probability
Topics of projects for prospective research students:
· Convex
Analytic Approach to certain controlled Markov chains and jump processes.
· Analysis
of communication networks.
· Approximations
of controlled birth-and-death processes.
Books to read (for prospective research students):
 D.Burghes, A.Graham.Control
and Optimal Control Theories with Applications.
H.M.Taylor, S.Karlin. An
Introduction to Stochastic Modeling;
M.L.Puterman. Markov Decision Processes;
S.M.Ross. Applied Probability Models with Optimization
Applications;
|
Research interests:
 Markov
Decision Processes;
Controlled
stochastic jump processes;
Optimal
control theory;
Multi-criteria
optimisation;
Constrained
problems of optimal control ;
Queuing
Theory ;
Applications
of the optimal control theory to epidemiology;
Applications
to Information Transmission;
Contact details:
Address:
Department of Mathematical Sciences
University of Liverpool
Liverpool
L69 7ZL
United Kingdom
Phone:
+44 151 794 4737
Fax:
+44 151 794 4754
|
