Markov chain optimisation for energy systems

The School of Mathematical Sciences of Queen Mary University of London invite applications for a fully-funded PhD project commencing either in September 2017.

This project will be supervised by Professor John Moriarty.

This project would suit a mathematician interested in applying stochastic optimisation theory to important practical problems in the energy industry. Optimisation problems in energy are often high dimensional, having both physical and financial aspects. In this context optimisation methods based on sampling from Markov chains offer a powerful and flexible approach. The performance of these methods can be improved by applying theoretical techniques such as variance reduction, and so the student will be involved in both theoretical and computational work.

This opportunity is in the context of a larger research project involving Professor Moriarty, a postdoctoral researcher and industrial partners. The student will begin by formulating and studying a specific example problem in collaboration with industry. There is then a wide potential scope for subsequent specialisation.

The application procedure is described on the School website. For further enquiries please contact Professor John Moriarty at [Email Address Removed]. This project is eligible for full funding, including support for 3.5 years’ study, additional funds for conference and research visits and funding for relevant IT needs. Applicants interested in the full funding will have to participate in a highly competitive selection process.