Bogdan Grechuk

 

Rm. 122, Michael Atiyah Building,

Department of Mathematics
University of Leicester
University Road
Leicester LE1 7RH
United Kingdom

+44 (0)116 2525238

Email: bg83(at)leicester.ac.uk

Personal details

Ph.D, Ph.D, M.S., B.S.

I am a Lecturer within the Department of Mathematics at the University of Leicester. My other notable positions during my career include: Lecturer for course in calculus, Prykarpatskyy University, Ukraine and Research Associate, School of Informatics, University of Edinburgh (supported by EPSRC Grant EP/H023119/1). Some of the awards I have received include: prize for excellence in graduate research, Department of Mathematical Sciences, Stevens Institute of Technology and Gold Medal, International Mathematical Olympiad for students, Poland.

Education

Ph.D., May 2009, Department of Mathematical Sciences, Stevens Institute of Technology, Hoboken, NJ, USA. Thesis "Deviation Measures: Theory and Application," advisor Prof. Michael Zabarankin

Ph.D., 2006, Moscow Institute of Physics and Technology (MIPT, Russia). Thesis "Algorithms for scheduling and optimal restarts in real-time systems," advisor Prof. Meran Fourougian

M.S., 2004, Department of Control and Applied Mathematics, Moscow Institute of Physics and Technology (MIPT, Russia)

B.S., 2002, Department of Control and Applied Mathematics, Moscow Institute of Physics and Technology (MIPT, Russia)

1995-1998 Ukrainian Physical-Mathematical Lyceum at Kiev Taras Shevchenko University

Awards

2009, Prize for excellence in graduate research, Department of Mathematical Sciences, Stevens Institute of Technology.

2002, Gold Medal, International Mathematical Olympiad for students, Poland

1998, Silver Medal, 39th International Mathematical Olympiad for high school students, Taipei

1997, Gold Medal, 38th International Mathematical Olympiad for high school students, Argentina

Work experience

2010-2011, Research Associate, School of Informatics, University of Edinburgh (supported by EPSRC Grant EP/H023119/1

2009,  Lecturer for course in calculus, Prykarpatskyy University, Ukraine

2008-2009, Teaching assistant for a course in differential equations, Stevens Institute of Technology

2005-2008, Research assistant, Stevens Institute of Technology

2005, Teaching assistant for a course in differential equations, Stevens Institute of Technology

2002-2004 Java-Programmer at NetCracker Technology

Publications

Zabarankin, M., Grechuk, B., Direct and Inverse Optimization problems in Two-phase Fluid Dymanics, SIAM Journal on Control and Optimization, Accepted

Grechuk, B., Zabarankin, M., Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures. SIAM Journal on Optimization, Accepted (Draft version: sensitivity.pdf)

Faridafshin, F., Grechuk, B., Naess, A., Calculating Exceedance Probabilities Using a Distributionally Robust MethodStructural Safety 67, pp 132-141 (Draft version: logcheb.pdf)

Grechuk, B., Zabarankin, M., Synergy effect of cooperative investmentAnnals of Operations Research. Accepted (Draft version: cooperative.pdf)

Grechuk, B., Zabarankin, M., "Inverse Portfolio Problem With Coherent Risk Measures". European Journal of Operational Research, Vol. 249, Issue 2, 2016, pp 740-750 (Draft version: riskinverse.pdf)

Grechuk, B. "The Center of a Convex Set and Capital Allocation", European Journal of Operational Research, Vol. 243, Issue 2, 2015, pp 628-636 (Draft version: allocation.pdf)

Grechuk, B., Zabarankin, M., "Risk Averse Decision Making under Catastrophic Risk", European Journal of Operational Research, Vol. 239, Issue 1, 2014, pp. 166-176 (Draft version: catastrophic.pdf)

Grechuk, B., "A simple SSD-efficiency test", Optimization Letters, Vol. 8, Issue 7, 2014, pp. 2135-2143 (Draft version: ssd_test.pdf)

Grechuk, B., Zabarankin, M., "Inverse Portfolio Problem with Mean-Deviation Model", European Journal of Operational Research, Vol. 234, Issue 2, 2014, pp. 481-490 (Draft version: inverse.pdf)

Grechuk, B., Molyboha, A., Zabarankin, M., "Cooperative Games with General Deviation Measures", Mathematical Finance, Vol. 23, Issue 2, 2013, pp. 339-365 (Draft version: games.pdf)

Grechuk, B., Zabarankin, M., "Optimal Risk Sharing with General Deviation Measures", Annals of operation research, Vol. 200, No. 1, 2012, pp. 9-21 (Draft version: sharing.pdf)

Grechuk, B., Molyboha, A., Zabarankin, M., "Mean-Deviation Analysis in the Theory of Choice". Risk Analysis: An International Journal, Vol. 32, No. 8, 2012, pp. 1277-1292 (Draft version: choice.pdf)

Grechuk, B., Zabarankin, M., "Schur Convex Functionals: Fatou Property and Representation", Mathematical Finance, Vol. 22, No. 2, 2012, pp. 411-418 (Draft version: functionals.pdf)

Grechuk, B., Molyboha, A., Zabarankin, M., "Chebyshev Inequalities with Law Invariant Deviation Measures", Probability in the Engineering and Informational Sciences, Vol. 24, No. 1, 2010, pp. 145-170 (Draft version: Chebyshev.pdf)

Grechuk, B., Molyboha, A., Zabarankin, M., "Maximum Entropy Principle with General Deviation Measures", Mathematics of Operations Research, Vol. 34, No. 2, 2009, pp. 445-467 (Draft version: entropy.pdf)

Grechuk, B., Molyboha, A., Zabarankin, M. "Network Algorithms for the Dual of the Constrained Shortest Path Problem," Cooperative Networks: Control and Optimization (D. Grundel et al. Eds.) Edward Elgar Publishing, 2008, pp. 127-159

Grechuk, B., Fourougian, M., Petrukhin, V., "Optimal strategies for optimal restarts in real-time systems," Mathematical machines and systems, Vol. 3, 2006. pp. 55 - 59 (in Russian)

Grechuk, B., "Efficient algorithms for approximate solution of the Resource Constrained Shortest Path Problem," Computer Mathematics, Vol. 1, 2006, pp. 140-151 (in Russian)

Grechuk, B., Fourougian, M., "Optimal Preemptive Scheduling in Multiprocessor Systems with Incomplete Communication Graph," Cybernetics and systems analysis, Vol. 41, No. 3, 2005, pp. 397-402

Grechuk, B., Fourougian, M., "Algorithms for optimal restarts in real-time systems with arbitrary communication graph," Moscow, Computing Center of RAS, 2005 (in Russian)

Grechuk, B., Fourougian, M., "Optimal Scheduling for Multiprocessor Systems with Incomplete Communication Graph," Moscow, Computing Center of RAS, 2004, 44 pages (in Russian)

Grechuk, B., Fourougian, M., "Algorithms for optimal restarts in real-time systems," Moscow, Computing Center of RAS, 2004 (in Russian)

Research

Optimization under risk: deviation measures, coherent risk measures, theory of choice, portfolio optimization, convex optimization, maximum entropy principle, coalitional game theory, probability inequalities

Discrete optimization and scheduling algorithms: scheduling, deterministic, approximate, probabilistic algorithms, algorithms on graphs, constrained shortest path problem, random assignment problem, restart organization in real-time systems.

Mathematics formalization and formal proofs: convex analysis formalization, Isabelle proof  assistant.

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Contact details

Department of Mathematics
University of Leicester
University Road
Leicester LE1 7RH
United Kingdom

Tel.: +44 (0)116 252 3917
Fax: +44 (0)116 252 3915

Campus Based Courses

Undergraduate: mathsug@le.ac.uk
Postgraduate Taught: mathspg@le.ac.uk

Postgraduate Research: pgrmaths@le.ac.uk

Distance Learning Course  

Actuarial Science:

dlstudy@le.ac.uk  

 

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