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Details of Grant 

EPSRC Reference: EP/I001328/1
Title: Workshop: Modern trends in controlled stochastic jump processes: theory and applications
Principal Investigator: Piunovskiy, Dr A
Other Investigators:
Researcher Co-Investigators:
Project Partners:
Department: Mathematical Sciences
Organisation: University of Liverpool
Scheme: Standard Research
Starts: 01 July 2010 Ends: 30 September 2010 Value (£): 12,803
EPSRC Research Topic Classifications:
Mathematical Analysis Statistics & Appl. Probability
EPSRC Industrial Sector Classifications:
Financial Services
Related Grants:
Panel History:  
Summary on Grant Application Form
After the preliminary contacts, we have 15 overseas participants and 7 prospective British participants from outside Liverpool. If we add 5 members of staff of the Division of Statistics and Probability (Uni. of Liverpool) we obtain the full preliminary list which can be enlarged by other members of staff of the Dept. of Mathematical Sciences (Uni. of Liverpool). According to the title, there will be a good balance between purely mathematical issues like construction of the controlled models, their properties, approximations etc, and practical applications based on the developed theory, like congestion management in Internet, portfolio optimisation and optimal interventions in epidemics. At the moment, we have the draft schedule of the workshop, described in the Work Plan. The participants will be allowed to give 30-minute long official presentations. Besides they will have plenty of time to communicate informally, to create and develop research links. As can be seen from the Case for Support, the workshop will involve several world leading scientists, along with talented young researchers and PhD students.
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Further Information:  
Organisation Website: http://www.liv.ac.uk