Professor Richard Weber

Richard Robert Weber, MA, PhD. Churchill Professor of Mathematics for Operational Research. Anthony L. Lyster Fellow & Assistant Director of Studies in Mathematics.

College
I am the current Anthony L. Lyster Fellow in Mathematics at Queens' and I have previously held the positions of undergraduate tutor, graduate tutor, Director of Studies in Mathematics, and Vice President of College. I provide undergraduate supervisions on the mathematical fields of probability, statistics, and optimisation, on which I also lecture. Modules include: Probability IA, Statistics IB, Optimisation IB, Markov Chains IB, Optimisation and Control II, Applied Probability II, Mathematics of Operational Research III. I also provide extensive web page resources for my departmental lecture courses, including full lecture notes and a lecture-by-lecture blog. In college supervisions I like to supplement work on the standard example sheets with mind-stretching puzzles and help our mathematicians develop their insight and intuition about concepts in my specialist fields.
Research
My research focuses on mathematics for operational research used in modelling and optimizing complex man-made systems, such as models in communications and operations management, control of queues, stochastic networks, on-line bin packing, queueing theory, ergodicity and stability of Markov processes, optimal search, stochastic scheduling, Gittins index, dynamic resource allocation, rendezvous search and search games, algorithmic mechanism design, game theory and microeconomics. I have written numerous academic papers and two books: 1. Pricing Communication Networks: Economics, Technology and Modelling, Wiley, 2003, with Costas Courcoubetis 2. Multi-armed Bandit Allocation Indices, 2nd edition, Wiley, 2011, with John Gittins and Kevin Glazebrook
Department
I am currently the Churchill Professor of Mathematics for Operation Research in the Department of Pure Mathematics and Mathematics Statistics. I teach undergraduate courses in Probability, Statistics, Markov Chains, Optimisation and Control, and the graduate course in Mathematics of Operation Research. I also supervise Part III Mathematics essays, and I have had numerous PhD students.
Personal interests
I like problems that are easy to understand but very difficult to solve. Some problems I have returned to again and again over 40 years. I have had good success with the “Lady’s nylon stocking problem” and the “Symmetric rendezvous problem”. But the notorious “Bomber Problem” of the 1960s I have still not solved. My interest in game theory was once tested in practice when, after having written an exam question based on the game, I appeared on ITV's programme Who Wants to be a Millionaire. Outside of academia, I have an interest in magic and conjuring.
College
01223 335570
Department
01223 337944
Position
  • Official Fellow
  • Anthony L. Lyster Fellow in Mathematics