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Dr Jan Palczewski

Dr Jan Palczewski

  • Position: Associate Professor
  • 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

Responsibilities

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

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

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>