Info-Gap Decision Theory | Voodoo Decision-Making | Robust Decisions | Severe Uncertainty | Satisficing vs Optimizing | Maximin |

Supervision of Students

Potential honours, MSc and PhD students: Consult my current research activities for possible research projects under my supervision. It may also be useful to have a quick look at my pet projects.

I am looking for students with a solid education and some expertise in IT/SE/CS. I shall be happy with arrangements of joint supervision with colleagues in other departments. The idea is that, interesting work can be done in the development of OR/MS modules for educational and commercial use.

One of the major challenges is the development of a user-friendly general purpose DP module. I have concrete ideas on how this can be done. This project can be suitable for MSc/PhD students with the proper IT/SE/CS background and expertise. The DP expertise can be gained on the job.

However!

Please note that I am a retiree, meaning that officially I can only co-supervise.

Since I joined the University of Melbourne in 1989 I supervised the following research dissertations:

*Danny Ralph was the (external) Academic Supervisor.

- Dynamic programming algorithms for nonseparable objective functions (Alleli Domingo, MSc, 1992).

- Methodological, theoretical and computational aspects of composite concave programming (Sue Findlay, MSc, 1994).

- A common scheme for dynamic programming and branch and bound (Emmanuel Macalalag, PhD, 1995).

- Sensitivity Analysis for Sequential Decision Processes (Susanne Irvine, PhD, 1997).

- Algorithmic aspects of composite concave programming (Leonid Churilov, PhD, 1998).

- A classification of dynamic programming models (Gavin Cole, PhD, 2002).

- Mathematical programs with complemementarity constraints and game theory models in Electricity markets* (Hu, Xinmin, PhD, 2003)

I also supervised many honours students on the following topics:

- Multiobjective dynamic programming
- Generalized dynamic programming
- Nonserial dynamic programming
- Composite concave programming
- Stochastic dynamic programming
- Classification schemes for dynamic programming problems
- Composite linear programming
- A c-programming perspective on dc programming
- On the relationship between dynamic programming and constraint programming and branch and bound
- Robust optimization
- Robust decision-making under severe uncertainty

**Disclaimer:** This page, its contents and style, are the responsibility
of the author (Moshe Sniedovich) and do not represent the views, policies or opinions of The University of Melbourne.

**Disclaimer:** This page, its contents and style, are the responsibility of the author (Moshe Sniedovich) and do not represent the views, policies or opinions of the organizations he is associated/affiliated with.