Research
Applied probability, operational research and statistics.
Markov decision processes (continuous-time, discrete-time) and stochastic games. Markov chains and pure jump processes. Statsitical decision theory and sequential analysis. Impulse control of dynamical systems.
Research groups
Research grants
Visits to the UK grant
LONDON MATHEMATICAL SOCIETY (UK)
October 2019
Support UK-Japan visits by academics at the University of Liverpool and Sophia University (Japan) to collaborate on developing the theory of risk-sensitive control of Markov jump processes
THE DAIWA ANGLO-JAPANESE FOUNDATION (UK)
December 2017 - November 2018
Constrained Impulsive Optimal Control
ROYAL SOCIETY (CHARITABLE)
November 2016 - November 2018
Controlled stochastic processes: theory and applications
ROYAL SOCIETY (CHARITABLE)
January 2013 - July 2013