Dr Jan Palczewski

Dr Jan Palczewski


  • Programme Manager BSc Financial Mathematics
  • Programme Manager BSc Economics and Mathematics
  • Deputy DIrector of Postgraduate Studies (Statistics)

Research interests

  • Optimal stopping and stochastic control of Markov processes; Stochastic games
  • Partial/asymmetric information; Model ambiguity
  • Estimation and control for energy systems
  • Portfolio optimisation
<h4>Research projects</h4> <p>Any research projects I'm currently working on will be listed below. Our list of all <a href="https://eps.leeds.ac.uk/dir/research-projects">research projects</a> allows you to view and search the full list of projects in the faculty.</p>

Research groups and institutes

  • Statistics
  • Probability and Financial Mathematics

Current postgraduate researchers

<h4>Postgraduate research opportunities</h4> <p>We welcome enquiries from motivated and qualified applicants from all around the world who are interested in PhD study. Our <a href="https://phd.leeds.ac.uk">research opportunities</a> allow you to search for projects and scholarships.</p>
    <li><a href="//phd.leeds.ac.uk/project/266-stochastic-control-models-for-financial-applications">Stochastic control models for financial applications</a></li>