I am a second year PhD student in the EPSRC Centre for Doctoral Training in Statistical Applied Maths at Bath, or SAMBa for short.
The working title of my PhD is Topics in Optimal Stopping and Optimal Transport. I work under the supervision of Dr. Alexander Cox in Prob-L@b, the probability group at Bath.
You can contact me at B.A.Robinson 'at' bath.ac.uk, or see my full contact details below.
Here is my CV.
My research is in the area of optimisation problems for stochastic processes. Specifically, I am interested in:
- Optimal Stopping with Probabilistic Constraints;
- Stochastic Optimal Control;
- Skorokhod Embedding;
- Martingale Optimal Transport.
I study these problems using techniques from stochastic analysis and the theory of viscosity solutions for PDEs, and I am particularly interested in studying the connections between these classes of problems.
Roles and Responsibilities
SIAM-IMA Student Chapter
I am Treasurer of the University of Bath SIAM-IMA Student Chapter.
In 2018, I am co-organising the national student conference for the United Kingdom and Republic of Ireland section of SIAM. The conference will be held at the University of Bath on 18th and 19th June 2018 and is jointly organised by the the SIAM-IMA Student Chapter committee:
I co-organised the following conferences at the University of Bath in 2017:
Postgraduate Seminar Series (PSS)
I was the organiser of the Postgraduate Seminar Series in the Department of Mathematical Sciences for the 2017/18 academic year:
I also organised a short series of informal seminars during the summer of 2017: