About

Hello, and Welcome to my website 🤗. My name is Peyman, Ph.D. Fellow in Computational Engineering at the University of Stavanger, in Department of Energy Resources . I am a member of the Decision and Data Analytics research group at the University of Stavanger. I am lucky to be supervised by Prof. Reidar Brumer Bratvold and Dr. Aojie Hong.

My current research focus is:

Bayesian Optimization

I work on how to optimize computationally expensive functions. I applied the BO algorithm to one energy-related problem where BO improved the computational efficiency of the optimization factor of 5X. I wrote about BO in simpler terms here Medium Link, to reach a bigger audience.

Decision Analysis

I am a lecturer of an M.Sc degree course entitled "Modeling for Decision Insight". In this course, the fundamental of decision analysis is studied and applied to several real-life decision contexts in business, engineering, and even personal life. Two reference books Foundations of Decision Analysis, and Making Good Decisions are main textbooks of this course.

Reinforcement Learning

I work on the applied side oReincfrcemnet Learning. I am working on how to solve problems in Option Pricing (Finance) with RL. To do that, I am doing comparative research on the benefits and disadvantages of RL compared to more classical methods like Approximate Dynamic Programming (ADP). I have applied the Q-learning method to make RL agents, also. I am familiar with and used Policy Gradients type methods as well.



Before coming to UiS, I did study in Mathematical Modeling and Computation at Technical University of Denmark and I received my M.Sc degree in Resevoir Engineering from University of Stavnager.