Project level: PhD, Masters, Honours

Optimal control problems, e.g., as arising in epidemic control, engineering, and finance, can often be formulated as functional optimisation problems, where the objective is to find an optimal continuous "control" function. In this project you will investigate how the CE method and its offspring can be used to locate the optimal control function. Some familiarity with optimisation techniques is required.

Project members

Professor Dirk Kroese

School of Mathematics and Physics