George Stamatescu

George Stamatescu

School of Economics and Public Policy

Faculty of Arts, Business, Law and Economics


I am interested in the problem of making sequential decisions under uncertainty, in particular when you don't know the system that you're attempting to control. Although simple situations like the multi-armed bandit are well understood, extending this theory to the case where the system has a dynamically evolving state is difficult: optimal solutions become computationally intractable and even principled heuristics from the bandit setting are difficult to apply. I am currently studying this problem using tools from statistical physics and field theory, which might help bring new insight into the "nature" of sequential decision problem.

I am interested in the problem of making sequential decisions under uncertainty, in particular when you don't know the system that you're attempting to control. Although simple situations like the multi-armed bandit are well understood, extending this theory to the case where the system has a dynamically evolving state is difficult: optimal solutions become computationally intractable and even principled heuristics from the bandit setting are difficult to apply. I am currently studying this problem using tools from statistical physics and field theory, which might help bring new insight into the "nature" of sequential decision problem.

Maths Learning Centre Tutor (2012- present).
Control III Tutor (2014).


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