Dr Jan Palczewski
- Position: Visiting Researcher
- Areas of expertise: optimal stopping; stochastic games; stochastic control of Markov processes; numerical methods; stochastic modeling and optimisation in energy; financial mathematics.
- Email: J.Palczewski@leeds.ac.uk
- Phone: +44(0)113 343 5180
- Location: 8.15 Maths
- Website: Personal home page | Googlescholar | Researchgate | ORCID
Research interests
- Optimal stopping of stochastic processes
- Stochastic games with full, partial or asymmetric information
- Stochastic control of Markov processes
- Stochastic control in financial mathematics and operations research
- Estimation and control for energy systems
Research groups and institutes
- Statistics
- Probability and Financial Mathematics