Transitions between states (land-use of parcels of land (agricultural, industrial, residential), maintenance status of a machine, or financial rating of a company) is often modelled by a Markov chain. If we are given data about transitions between two fixed time stamps, we might want to infer transition rates for intermediate times, as well. This is related to the embeddability problem and still an open problem in many respects. This project is about using optimal control to solve the embeddability problem numerically.
Supervisors
Primary Supervisor: Philipp Wacker
Key qualifications and skills
Probability theory (Markov chains, Poisson processes), coding expertise (Python or R), Linear Algebra
Does the project come with funding
No - Student must be self-funded
Final date for receiving applications
Ongoing
How to apply
Apply by email to primary supervisor
