CogImperial

We have a 30-year track record of research in computational optimisation and decision-making under uncertainty. Early research focused on control and optimisation methods and applications to large-scale dynamic macroeconomic models, e.g. those of HM Treasury, the London Business School and the National Institute of Economic & Social Research.

Our current interests include (i) stochastic and robust optimisation, (ii) mixed-integer nonlinear optimisation, (iii) applications in energy production, capacity planning, manufacturing and distribution models under uncertainty, (iv) financial engineering and risk management.