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BCAMSevero Ochoa Award

basque center for applied mathematics

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Villar, Sofía S.

External Scientific Member

Heuristic Optimization

Mazarredo, 14.. 48009 Bilbao Basque Country – Spain


I was enrolled in the Business Administration and Quantitative Methods Program at Universidad Carlos III in Madrid from 2006, where I obtained the M.Sc. and Ph.D. degrees in 2009 and 2012, respectively. My Ph.D. research is focused on Stochastic Dynamic Optimization Problems, specifically on the type of problems known as Multiarmed Restless Bandit Problems (MARBP), and how to solve them by means of Index Policy design. I am specially interested in MARBP with real-state variables, as well as in the algorithmic and computationally aspects of indexation methodology. My dissertation addresses two concrete applications of such problems arising in modern sensor networks: multitarget tracking and smart target detection. I am also currently interested in applying such indexation methodology to solving sequential estimation problems, with applications in areas as the design of clinical trials.

Eusko Jaurlaritza - Gobierno Vasco ikerbasque - Basque Foundation for Science Bizkaia xede. Bizkaiko Foru Aldundia innobasque - Agencia vasca de la innovación Universidad del PaÃŒs Vasco (UPV/EHU)