Postdoctoral Research Fellow in Dynamic Programming

[William Haskell]

Postdoctoral Research Fellow Position in Dynamic Programming

-- The Project --

This project is lead by William B. Haskell of the Industrial and Systems Engineering Department and Melvyn Sim of the Decision Sciences Department at the National University of Singapore. This grant supports fundamental research in the theory and methods of sequential decision making. We will mainly work with Markov decision processes (MDPs) as the flagship class of sequential decision making problems. We are broadly interested in four aspects of this problem class: (i) large-scale implementation; (ii) robust MDPs for sequential decision making and uncertainty; (iii) models and methods for risk-aware dynamic optimization; and (iv) reinforcement learning for online sequential decision making. We seek effective computational algorithms for all four of these areas with rigorous convergence results and a supporting mathematical theory. We emphasize that this project is theoretical in nature, but we will apply these methods to domain specific applications using real data to demonstrate their worth.

-- The Candidate --

The candidate must have a PhD degree in a related discipline (operations research, industrial engineering, systems engineering, mathematics, statistics, computer science, etc.) The candidate will have a solid background in higher mathematics and close familiarity with classical optimization and dynamic programming. Exposure to machine learning techniques and/or simulation-optimization is particularly desirable. Strong written and oral communication skills in English are a must. The National University of Singapore offers excellent working conditions, with salary commensurate to qualifications and experience.

-- Length --

This position is already open, and is supported for two years. Candidates will be appointed for one year, with renewal for the second year based on performance. Extension of the appointment beyond the second year is possible depending on performance.

-- To Apply --

Please send CV, top two publications, and two letters of recommendation to ise...@nus.edu.sg

-- Deadline --

We will continue to accept applications until the position is filled.