Congratulations to Dr. Shyam Mohan Subbiah Pillai on the successful defense of his doctoral thesis!
His dissertation, titled “Numerical Methods for Stochastic Optimal Control: Applications in Rare Event Estimation and Wireless Networks,” presents innovative numerical techniques to address complex control problems under uncertainty — with applications ranging from rare event estimation in stochastic systems to energy-efficient wireless communication networks.
Highlights of the thesis include: A new Monte Carlo method for estimating rare events via stochastic optimal control (SOC) and importance sampling, with applications to McKean–Vlasov SDEs. A numerical framework for chance-constrained SOC problems, ensuring high-quality service in wireless networks powered by hybrid renewable energy systems.
Shyam’s work bridges theory and real-world applications, combining stochastic modeling, PDEs, and computational optimization! Supervised by Nadhir Ben Rached, Raul Tempone, and Alexander Mitsos, this research was conducted within the HDS-LEE | Helmholtz School for Data Science in Life, Earth and Energy.
We wish Dr. Subbiah Pillai all the best for his future endeavors in research and beyond!
