Postdoc position in applied probability - VVSOR - VVSOR

Netherlands Society for Statistics and Operations Research | Dutch
12 November 2019 - 01 January 2020

Postdoc position in applied probability

A postdoctoral position is available in the ‘Data-driven stochastic control’ project at the Alan Turing Institute, funded by the Institute and by my EPSRC fellowship. The successful applicant may sit either at Queen Mary or at the Turing. The role involves the application of the theory of stochastic optimal control in data-driven settings and the investigation of applications to artificial intelligence. The position may be of interest to researchers working in optimal stopping, optimal switching, backward stochastic differential and difference equations, model ambiguity and risk aversion.

Applications close on 7th December and the expected start date is 1 January 2020 or as soon as possible thereafter, with an end date of 24 August 2021.

For more details see here and informal inquiries can be addressed to