Education

MEng, Electrical Engineering

Belgrade 1989

PhD, Electrical Engineering

Belgrade 1997

Publications

Full list of publications

Research Interests

My research interests lie on the interface of statistics, optimization and Monte Carlo simulations, and are tightly connected to the problems of inference and decision making in complex stochastic systems. My research work is concentrated on the development and analysis of efficient and reliable methods, techniques and tools for estimation, control and performance evaluation in such systems. The main focus is on the areas of stochastic optimization, stochastic dynamic programming, reinforcement learning and Monte Carlo methods.

Research Themes

• Applied Probability
• Monte Carlo Computation
• Optimisation under Uncertainty
• Statistical Signal Processing