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
Bogdan Grechuk on ResearchGate
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
Book
B. Grechuk, Theorems of the 21st Century, Springer, Cham, 2019, https://doi.org/10.1007/978-3-030-19096-5
Publications
Grechuk, B., Zabarankin, M., Direct Data-based Decision Making under Uncertainty, European Journal of Operational Research, Vol. 267, Issue 1, 2018, pp.200-211 (Draft version: TimeSeries.pdf)
Zabarankin, M., Grechuk, B., Forward and Inverse Optimization problems in Two-phase Fluid Dymanics, SIAM Journal on Control and Optimization, Vol. 55, Issue 6, 2017, pp. 3969–3989 (Please e-mail me to receive full pdf)
Grechuk, B., Zabarankin, M., Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures. SIAM Journal on Optimization, Vol. 27, Issue 4, 2017, pp 2481–2507 (Draft version: sensitivity.pdf)
Faridafshin, F., Grechuk, B., Naess, A., Calculating Exceedance Probabilities Using a Distributionally Robust Method. Structural Safety 67, 2017, pp 132-141 (Draft version: logcheb.pdf)
Grechuk, B., Zabarankin, M., Synergy effect of cooperative investment. Annals of Operations Research. Vol. 249, Issue 1-2, 2017, pp 409-431 (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
Regression analysis, Data analysis, Entropy, Game theory, Optimization under risk (portfolio optimization, convex optimization, deviation measures, coherent risk measures), Probability inequalities, Discrete optimization, Scheduling algorithms, Mathematics formalization, Formal proofs.
