Optimization and Variational Analysis

Related Faculty

Tim Leung
Boeing Endowed Professor
Director of Computational Finance and Risk Management Program

Related Research

E. Angelini and H. Qian. "Statistical analysis of random motion and energetic behavior of counting: Gibbs' theory revisited." J. Phys. Chem. B 2023, 127, 11, 2552–2564
Maass, K., Aravkin, A., & Kim, M. (2021). A feasibility study of a hyperparameter tuning approach to automated inverse planning in radiotherapy. arXiv preprint arXiv: arXiv:2105.07024.
Maass, K. (2021). Optimization Formulations and Algorithms for Cancer Therapy. PhD Thesis, University of Washington.
Maass, K., Kim, M., & Aravkin, A. (2020). A nonconvex optimization approach to IMRT planning with dose-volume constraints. arXiv preprint arXiv:1907.10712.
Maass, K., & Kim, M. (2019). A Markov decision process approach to optimizing cancer therapy using multiple modalities. Mathematical Medicine and Biology: A Journal of the IMA. doi:10.1093/imammb/dqz004.
Tim Leung and Marco Santoli (2016). Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation, Springer Briefs in Quantitative Finance, Springer, New York.
Tim Leung and Xin Li. (2016). Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications. (1st ed.) Singapore, World Scientific Publishing Company.