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CURRICULUM VITAE
Name: Alexei B. Piunovskiy
Affiliation:
- University of
Liverpool, Reader, Dep. of Mathem. Sci., M
& O Building, Peach Street, The
University of Liverpool, LIVERPOOL, L69 7ZL UK.
- Tel.:
+44(151)7944737
- E-mail:
piunov@liverpool.ac.uk
- Web site:
http://www.maths.liv.ac.uk/~piunov/
Birth: 16 March, 1954, Moscow, Russia.
Education:
- Doctor of Science in
Applied Mathematics, 2000, Moscow State Inst. of Physics and
Technology.
- Ph.D. in Applied
Mathematics, 1981, Moscow Institute of Electronics and Mathematics.
- M.Sc. in Applied
Mathematics, 1980, Dept. of Applied Mathematics, Moscow Institute of
Electronics and Mathematics.
- M.Sc. in Electrical
Engineering, 1976, Dept. of Automation and Remote Control, Moscow
Institute of Electronics and Mathematics.
Professional Experience:
- 2000-present Senior
Lecturer, Reader, University of Liverpool, Dep. of Mathem.
Sci., M & O Building, Peach Street, The
University of Liverpool, LIVERPOOL, L69 7ZL UK.
- 1984-2000
Researcher, Head of the Group, MOSCOW State Inst. of Physics and
Technology, MOSCOW 119034, Prechistenka,
13/7, GosIFTP, Russia.
- 1976-1984 Engineer,
Computer Programmer, and Researcher, Moscow Institute of Electronics
and Mathematics, MOSCOW 109028, B.Trechsvjatitelsky
per., 3/12, MIEM, Russia.
- Member
of the editorial advisory board of `The Open Cybernetics and Systemics
Journal'.
Professional Activities:
·
Member of the OR Society (UK) and of the American Mathematical
Society.
·
Reviewer for
`IEEE Trans on Aut, Control’, `SIAM J. Control
and Optim.’, `Eur. J. Of Oper.
Research’, `Computers and Oper. Research’, `Oper. Res.’, `MOR’, `MMOR’, `Automatica’
etc: 2002-present.
·
Multiple
grants from EPSRC, Royal Society, British Council, LMS.
·
Strong
research links with INRIA (France), Kanagawa University (Japan) and SUNY
(USA).
Research Interests:
- Deterministic and
stochastic optimal control: MDP, jump Markov processes, complete and
partial information, scalar and vector criteria; constrained problems
of optimal control. Computer simulation.
- Application of
mathematical methods to optimization problems in Operational Research,
in Technical Systems, in Reliability, Queuing Theory, Finances,
Economics, Epidemiology and Ecology.
- Mathematical methods
used:
- probability theory,
statistics,
- stochastic
analysis,
- martingale theory,
- measure theory,
- optimal control
theory,
- mathematical
programming,
- convex analysis,
- linear programming,
- dynamic
programming,
- numerical methods
for differential equations.
Several publications (selected, about 100 in total):
- Randomized and relaxed strategies in
continuous-time Markov decision processes // SIAM J. Control Optim., 2015, V.53, p.3503-3533
- Impulsive control
for continuous-time Markov decision processes: a linear programming
approach (F.Dufour – co-author) // Appl.
Math. Optim. DOI10.1007/s00245-015-9310-8
- Modern Trends in
Controlled Stochastic Processes – Vol.II
(Editor), Luniver Press, Frome, 2015 323 pp
- The expected total
cost criterion for Markov decision processes under constraints (F.Dufour – co-author) // Adv.Appl.Prob.,
2013, V.45, p.837-859
- Examples in Markov
Decision Processes. Imperial College Press, 2013. 293 p
- Discounted
continuous-time Markov decision processes with unbounded rates: the
convex analytic approach (Y.Zhang – co-author) // SIAM J. Control
Optim, 2011, V.49, N.5, p.2032-2061.
- Random walk,
birth-and-death process and their fluid approximations: absorbing case
// Math. Meth. Oper. Res., 2009, V.70,
p.285-312.
- Nonatomic total rewards
Markov decision processes with multiple criteria (E.Feinberg
- co-author) // J.Math.Anal.Appl., 2002, V.273, p.93-111.
- Controlled random
sequences: methods of convex analysis and problems with functional
constraints // Russ.Math.Surveys, 1998,
V.53, p.1233-1293.
- Optimal Control of
Random Sequences in Problems with Constraints. Kluwer Academic
Publishers: Dordrecht-Boston-London, 1997, MIA, V.410, 360 pp
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