Dr Ali Eshragh

I am currently a senior lecturer in Statistics and Optimisation at the University of Newcastle. My research is primarily focused on the areas of Applied Probability, Statistical Modelling and Optimisation

I have passion for both fundamental research and solving real world problems by developing mathematical models and statistical analysis. Furthermore, I believe that industrial problems often inspire fundamental research. Accordingly, my main research projects can be categorized into theoretical problems and practical applications stemming from real world case studies. My research has four main streams

(i) Markov Decision Processes – Computational complexity;

(ii) Stochastic Modelling – Optimal experimental design;

(iii) Supply Chain Optimisation – Demand forecasting in the presence of sales promotions;

(iv) Machine Learning – Deep reinforcement learning and randomised numerical linear algebra

Please see my personal website for up-to-date information: http://www.alieshragh.info.