Dr Jan Palczewski
- Position: Associate Professor
- Areas of expertise: stochastic control of Markov processes; optimal stopping; numerical methods; stochastic modeling and optimisation in energy; financial portfolio optimisation.
- Email: J.Palczewski@leeds.ac.uk
- Phone: +44(0)113 343 5180
- Location: 8.15 Maths
- Website: Personal home page | Researchgate
- Programme Manager BSc Math with Finance, Economics and Maths, Management and Maths
Markov processes: ergodicity, optimal control theory, incomplete information (filtering); portfolio optimization; inference for continuous-time stochastic processes; estimation and control for energy markets
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