Stochastic and Deterministic Systems
Project List
- Duality, singular perturbations and numerical analysis in infinite dimensional linear programming problems related to problems of control of nonlinear dynamical systems
- Graph isomorphism and quantisation of longest cycles by means of determinants and spectra
- Linear programming approach to nonlinear deterministic and stochastic control problems: perturbations methods and numerical analysis
- Numerical methods to solve the Hamiltonian cycle problem
- Occupational measures approach to long run average and singularly perturbed optimal control problems
- Perturbed linear programming with application to Markov decision processes
Previous Research Projects
- Analytic perturbation theory and applications
- Asymptotic analysis of singularly perturbed Markov chains, mathematical programming problems and linear operators
- Doubly Stochastic Matrices & The Hamiltonian Cycle Problem
- Hamiltonian cycles and nonconvex optimisation
- Hamiltonicity as a spectral property
- Multiscale deterministic and stochastic singularly perturbed control systems: occupational measures approach
- Near optimal control of singularly perturbed systems: numerical solutions
- Singularly perturbed controlled Markov processes and hybrid systems
- Viability of singularly perturbed control systems