Principal Fellow (Associate)

School of Mathematics and Statistics

  • Room: 157
  • Building: Peter Hall Building
  • Campus: Parkville

Research Interests

  • Composite Optimization
  • Development of on-line educational resources
  • Interactive Computing and Modelling
  • Sequential Decision Processes
  • Water resources planning

Recent Publications

  • M. Sniedovich. From Statistical Decision Theory to Robust Optimization: A Maximin Perspective on Robust Decision-Making. 241, 59-87, SPRINGER INT PUBLISHING AG, 2016. doi: 10.1007/978-3-319-33121-8_4.

  • M. Sniedovich. Wald's mighty maximin: a tutorial. International Transactions in Operational Research, 23, 625-653, 2016. doi: 10.1111/itor.12248.

  • M. Sniedovich. Response to Burgman and Regan: The elephant in the rhetoric on info-gap decision theory. Ecological Applications, 24, 229-233, 2014. doi: 10.1890/13-1096.1.

  • M. Sniedovich. From local robustness to irresponsible decision-making. XI Balkan Conference on Operational Research, 1, 695-704, 2014.

  • M. Sniedovich. The Many Faces of Worst-Case Analysis. XL symposium on operational research, 877-882, 2013.

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Extra Information

My main research interests are in the areas of sequential decision making (dynamic programming), optimization of composite functions (composite concave programming) and interactive modelling and computing. I am also heavily involved with the development of on-line educational resources for OR/MS through a number of ongoing projects such as tutOR, tutORial and IFORS Online Encyclopedia. One of my long term research activities is the development of a user-friendly environment for teaching, learning, and practicing dynamic programming (DP).

Past MSc Students

Name Project title
Daphne DO "Formulating and Modelling Robust Decision-Making Problems Under Severe Uncertainty"
Jaeger RENN-JONES "Robust Decision-Making under Uncertainty"