Imperial College London


Faculty of EngineeringDepartment of Computing

Senior Lecturer



+44 (0)20 7594 8366panos.parpas Website




357Huxley BuildingSouth Kensington Campus





More details about my research are available at my departmental webpage

Selected Publications

Journal Articles

Parpas P, Ustun B, Webster M, et al., 2015, Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach, Informs Journal on Computing, Vol:27, ISSN:1091-9856, Pages:358-377

Ho CP, Parpas P, 2014, SINGULARLY PERTURBED MARKOV DECISION PROCESSES: A MULTIRESOLUTION ALGORITHM, SIAM Journal on Control and Optimization, Vol:52, ISSN:0363-0129, Pages:3854-3886

Parpas P, Webster M, 2014, A stochastic multiscale model for electricity generation capacity expansion, European Journal of Operational Research, Vol:232, ISSN:0377-2217, Pages:359-374

Parpas P, Webster M, 2013, A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control, Automatica, Vol:49, ISSN:0005-1098, Pages:1663-1671

Parpas P, Rustem B, Pistikopoulos EN, 2006, Linearly constrained global optimization and stochastic differential equations, Journal of Global Optimization, Vol:36, ISSN:0925-5001, Pages:191-217

More Publications