Applications are invited for a 3.5 year PhD scholarship, funded by an EPSRC Mathematics CASE award in conjunction with Simul8.
The aim of this research is to apply new methods from multivariate statistics and decision theory to support analysis of parameter uncertainty and parameter quantification in Discrete Event Simulation (DES). DES is concerned with developing complex stochastic models and obtaining inference on the influence that several input parameters have on specified performance measures through Monte Carlo simulation. Specifically this project will investigate the use of Empirical Bayesian methods which can use data from existing simulation runs at different input parameter settings to estimate the variability of output measures as input parameter settings are changed.
The department of Management Science is an energetic research active department with interests that cover a wide spectrum of interdisciplinary applied operational research. Information on the department can be found at www.managementscience.org
Information about Simul8 can be found at www.simul8.com
Applicants should be UK residents with a 1st or upper 2nd class degree in a quantitative subject area. A masters degree in Operational Research / Management Science/Statistics would be an advantage, but is not essential.
The award covers full fees, some additional research costs and a stipend of GBP 15,940 pa for eligible candidates (see this link for details). A starting date of 1st October 2008 is anticipated.
Application
If you would like to discuss any aspect of this, please contact either:
Prof Tim Bedford (tim.bedford[ at ]strath.ac.uk) or Dr John Quigley (j.quigley@strath.ac.uk)
To apply for the position, please send your CV and a covering letter explaining why you are interested this opportunity, by Friday 20th June 2008 to:
Dr John Quigley
Department of Management Science
University of Strathclyde
40 George Street
Glasgow UK
G1 1QE
(tel)+44 141 548 3152
(fax)+44 141 552 6686
Deadline: 20th June 2008
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