Time consistency, risk-mitigation and partially observable systems.

该项目旨在为部分可观测系统找到以时间一致的方式减轻风险的最优决策规则。保护管理和工程系统中的许多问题依赖于随机环境，并带来失败的风险。在实现令人满意和可持续的资源消耗的同时，始终将这种风险降至最低，这是一个相当大的挑战。该项目旨在开发分析和数值方法，以便在这种情况下进行最优控制。这些方法将应用于渔业管理、通信网络、电力系统和社会资源分配情景。

This project aims to find optimal decision rules that mitigate risk in a time consistent manner for partially observable systems. Many problems in conservation management and engineering systems are dependent on random environments and entail risk of failure. The challenge of consistently minimising such a risk while achieving satisfactory and sustainable resource consumption is considerable. This project aims to develop analytical and numerical methods for optimal control in such scenarios. These methods will have application to fishery management, communication networks, power systems and social resource allocation scenarios.