School of Mathematical Sciences

Amirlan Seksenbayev


Postgraduate Research Student

Room Number: Queens’ Building, Room: W313


Amirlan's areas of research interest are dynamic programming, stochastic optimisation, martingale theory and Markov processes. Currently he is working on various challenges arising in on-line selection of a monotone sequence problem that is believed to branch off the famous Ulam's longest monotone increasing subsequence problem.

He has completed BSc in Mathematics with Economics at University College London and MSc in Mathematical Finance at Queen Mary University of London. Before joining Queen Mary again to read his PhD, he has worked in financial industry.

Amirlan's personal interests include financial mathematics and game theory. He has published an article in The Conversation explaining one of the classic game theory puzzles.

PhD Supervisor: 
Prof. A Gnedin