My research is in the area of optimisation problems for stochastic processes. I began working towards a PhD in October 2016, with working title Topics in Optimal Stopping and Optimal Transport. I am investigating problems of:

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.

Below, you can see some of my previous work.


Constrained Optimal Stopping Problems

September 2016, Thesis Formulation Report, SAMBa CDT, University of Bath

A report outlining recent work in the area of optimal stopping problems with probabilistic constraints and related problems, submitted for the degree of MRes in Statistical Applied Mathematics at the University of Bath, supervised by Dr. Alexander Cox. I am currently undertaking research towards a PhD, which builds on the work in this report.


Ergodicity of Stochastic Processes and the Markov Chain Central Limit Theorem

May 2015, Masters Project, University of Bristol

A project summarising existing results on ergodic stochastic processes, and presenting two proofs of a central limit theorem for Markov chains. This project was submitted for the degree of MSci in Mathematics at the University of Bristol, supervised by Dr Márton Balázs.

Recipient of Howell Peregrine Prize for best undergraduate project (joint with three students).



Optimal Control of Martingales in a Radially Symmetric Environment

April 2019, Contributed Talk

When Should I Stop? An Introduction to Optimal Stopping

October 2018, Seminar

Introduction to Stochastic Optimal Control

March 2018, Seminar

Introduction to Viscosity Solutions

November 2017, Seminar

How to Move a Pile of Sand: An Introduction to Optimal Transport

October 2017, Seminar

Stochastic Optimal Control Problems Related to Martingale Optimal Transport

June & September 2017, Talk and Poster

Random Motion and PDEs: What's the Connection?

February 2017, Seminar

Sea Ice: Data, Modelling and Uncertainty

February 2016, Seminar