Dr Alexey Piunovskiy

Research Group Membership

• Stochastics

Research Grants

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

Workshop 4-7 April: statistics, random processes and optimisation: trends and applications.

ENGINEERING & PHYSICAL SCIENCES RESEARCH COUNCIL

April 2005 - July 2005

Convex analytic approach to optimal stopping problems

ROYAL SOCIETY (CHARITABLE)

March 2010 - August 2010

Stochastic optimal control with applications to mathematical epidemiology and queuing networks

LONDON MATHEMATICAL SOCIETY (UK)

November 2005 - December 2005

Constrained optimal control of jump Markov chains: average rewards.

ROYAL ACADEMY OF ENGINEERING (UK), ROYAL SOCIETY (CHARITABLE)

August 2004

Lectures at Liverpool, Edinburgh and King's College London.

LONDON MATHEMATICAL SOCIETY (UK)

April 2004 - May 2004

International conference on optimisation techniques and applications.

ROYAL SOCIETY (CHARITABLE)

December 2001

Study of optimal immunisation policies for a deterministic epidemic model.

THE NUFFIELD FOUNDATION (UK)

June 2004 - September 2004

Optimal control of random processes: convex analytic approach, perturbations, applications.

BRITISH COUNCIL (UK)

March 2002 - December 2003

Workshop: modern trends in controlled stochastic processes: theory and applications

ENGINEERING & PHYSICAL SCIENCES RESEARCH COUNCIL

June 2015 - February 2016

International Travel Grant

ROYAL ACADEMY OF ENGINEERING (UK)

June 2009

Non-standard control problems for continuous Markov chains

ROYAL SOCIETY (CHARITABLE)

July 2008 - September 2008

Workshop: Modern trends in controlled stochastic jump processes: theory and applications

ENGINEERING & PHYSICAL SCIENCES RESEARCH COUNCIL

June 2010 - August 2010

International Travel Grant.

ROYAL ACADEMY OF ENGINEERING (UK)

July 2005

International travel grant.

ROYAL ACADEMY OF ENGINEERING (UK)

July 2002

International Short Visit.

LONDON MATHEMATICAL SOCIETY (UK)

July 2001 - December 2001