Research Interests

In economics, my closest area is computational economics.

In general terms, my research interests are in mathematical modelling and optimisation of non-technological processes.

Current research areas include:

Dynamic Game Theory. Existence and computation of equilibria in dynamic games with particular emphasis on:

Numerical methods in stochastic games
Cooperative equilibria
Leader-follower problems
Optimal Pigouvian taxes
Applications to:
- effluent control
- fisheries management
- central bank problems

Optimal Stochastic Control. Computation of optimal policies with particular emphasis on:

Markovian approximations
Applications to:
- environmental management
- stochastic natural resource valuation
- financial engineering

Genetic Algorithms.

Refereed Publications