Academic Position

I am currently a Research Associate in the Department of Mathematics and Statistics, at Lancaster University. I am working with Prof. Kevin Glazebrook and Dr Chris Kirkbride on a EPSRC-funded project to develop new ideas in, and uses for, Gittins indices. I have been at Lancaster since October 2007, previously I completed my PhD at Cambridge University on optimal stochastic control and yield management. Below are details of some conferences and papers I have attended or written.

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Interests

• Gittins Indices
• Stochastic Optimization
• Queueing Theory
• Game Theory
• Yield Management

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Conferences and Talks

• A problem of optimal sequential pricing. 14th INFORMS Applied Probability Society Conference, EURANDOM, 9-11 July 2007.
• General notions of indexability and the dynamic allocation of individuals to teams providing service. EURO working group on Stochastic Modelling, Istanbul, 23-25 June 2008.
• Fair charge heuristics for dynamic resource allocation -- a queueing example. IFORS 2008, Johannesburg, 14-18 July 2008.
• Fair charge heuristics for dynamic resource allocation -- a queueing example. Statistical Laboratory, University of Cambridge, 3 November 2008.
• Inventory replenishment: Would you use less replenishment if the cost per machine increased? 15th INFORMS Applied Probability Society Conference, Ithaca, 12-15 July 2009.
• Optimal index policies for multi-product make-to-stock queues: if resources are more costly would we use less? YEQT III, EURANDOM, Eindhoven 18-21 November 2009.

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Publications

• PhD Thesis: Problems of optimal stochastic control and yield management, awarded Autumn 2008.
• General notions of indexability and the dynamic allocation of individuals to teams providing service. With Glazebrook, and Kirkbride. To appear in Annals of Applied Probability.
• On the construction of index heuristics for dynamic resource allocation. With Glazebrook, Kirkbride and Minty. Submitted.
• Dynamic resource allocation in a multi-product make-to-stock production system. With Glazebrook. Submitted.
• Transience results for a controllable M/D/1 queue and a Poisson process first passage time. Submitted.

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Previous Academic History

• Distinction in Part III Mathematics -- University of Cambridge, 2004.
• EPSRC-funded PhD student in Mathematics at University of Cambridge, 2004-2007.

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Link

• Lancaster University, Mathematics Dept