Statistics and Probability
Department of Mathematical Sciences
The University of Liverpool

Office: 206, Department of Maths Sciences, M&O Building,
L69 7ZL, UK
Phone: +44 [0] 151 794-4737
Fax:ne +44 [0] 151 794-4754
E-mail: piunov@liverpool.ac.uk

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Link to http://www.liv.ac.uk/
Maths Department
Statistics&Probability

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Teaching Duties (2015-2017)

Operational research: probabilistic models

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):

ParagraphD.Burghes, A.Graham.Control and Optimal Control Theories with Applications.
paragraphH.M.Taylor, S.Karlin. An Introduction to Stochastic Modeling;
ParagraphM.L.Puterman. Markov Decision Processes;
ParagraphS.M.Ross. Applied Probability Models with Optimization Applications;

Research interests:

ParagraphMarkov Decision Processes;
ParagraphControlled stochastic jump processes;
ParagraphOptimal control theory;
ParagraphMulti-criteria optimisation;
ParagraphConstrained problems of optimal control ;
ParagraphQueuing Theory ;
ParagraphApplications of the optimal control theory to epidemiology;
ParagraphApplications to Information Transmission;

 

Contact details:

ParagraphAddress: Department of Mathematical Sciences
University of Liverpool
Liverpool
L69 7ZL
United Kingdom
ParagraphPhone: +44 151 794 4737
ParagraphFax: +44 151 794 4754