Numerical Algorithms for Solving Convex Optimization Problems Arising in Systems and Control Theory. The need to optimize occurs frequently in engineering applications. Typically one has a set of constraints specifying what solutions are allowable or meet design specifications and one would like to choose from these allowable solutions one which is optimal with respect to some meaningful metric. Such optimization problems tend to be rather complicated and must be solved numerically. This project ....Numerical Algorithms for Solving Convex Optimization Problems Arising in Systems and Control Theory. The need to optimize occurs frequently in engineering applications. Typically one has a set of constraints specifying what solutions are allowable or meet design specifications and one would like to choose from these allowable solutions one which is optimal with respect to some meaningful metric. Such optimization problems tend to be rather complicated and must be solved numerically. This project is concerned with creating improved numerical algorithms for solving particular important classes of optimization problems that arise in systems and control theory.Read moreRead less
Frontiers in inference about risk. The project aims to develop new methods for robust risk evaluation and minimisation under various constraints and scenarios. Risk evaluation, estimation and prediction using past data is a central activity in diverse areas such as finance, insurance, superannuation and environmental regulation. The project aims to propose and solve innovatively robust risk optimisation problems under constraints, taking into account the time dynamics. Applications include risk ....Frontiers in inference about risk. The project aims to develop new methods for robust risk evaluation and minimisation under various constraints and scenarios. Risk evaluation, estimation and prediction using past data is a central activity in diverse areas such as finance, insurance, superannuation and environmental regulation. The project aims to propose and solve innovatively robust risk optimisation problems under constraints, taking into account the time dynamics. Applications include risk management around natural catastrophes and long-term asset investment of pension funds. The solutions and outcomes are expected to deliver optimal resource allocation proposals and better management of risk exposure in practice.Read moreRead less