Research interests

Second Leeds Meeting on Stochastic Control and Games under Ambiguity, 2019

More to come soon...

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, optimal control and games of stopping - 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