Research interests

Conference and research week, September 2017

Conference on Stochastic Control, Ambiguity and Games, September 4-5, 2017, is a two-day event on stochastic control, robust optimisation and stochastic games which will explore existing and new links across the different research areas. The conference will bring together participants of our research week and other international experts, and will feature contributed and invited talks, time for discussions and an evening get-together on the first day. Registration opens on April 25, 2017.

The conference will kick-start an intensive research week on Stopping Games for Ambiguity-Averse Players, September 5 – 9, 2017, held in the School of Mathematics at University of Leeds. Participation by invitation only.

PhD projects

I generally accept one new PhD student per year (already filled for the start in 2017). Please get in touch if you have a very good Mathematics degree (Masters or MMath level) with a strong component of probability or statistics courses. I am happy to supervise any topic related to my research interests. You can choose your own or select one from the list below:

Optimal stopping and optimal control of Markov processes - contact me if interested

Mathematical methods for Energy Management (stochastic optimal control) - contact me if interested


My research is currently funded by the following grants: Some of my previous funding:

Past events