Associate professor probability theory and analysis at TU Delft
Scientist filtering and sensorfusion at TNO
r.c.kraaij (at) tudelft.nl
richard.kraaij (at) tno.nl
TU Delft:
Room HB.07.080
Mekelweg 4
2628 CD Delft, The Netherlands
Embedded Files
Research interests:
Viscosity solutions for Hamilton-Jacobi, Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Isaacs equations
Convergence problems: large deviations and weak convergence for Markov processes and fields, Gamma convergence for PDE's
Applications to phase-transitions, synchronization, self-organized criticality, averaging, homogenization.
Partially observed Markov processes and applications to sensor fusion.
Processes in geometric context: Lie groups and symmetric spaces
Short CV
Associate professor at Delft University of Technology
Scientist at TNO
PhD students
2025 - ... Filip Voronine
2025 - ... Sei Sakata
2021 - 2025 Serena Della Corte
2021 - ... Hidde van Wiechen (joint supervision with Frank Redig and Elena Pulvirenti, TU Delft)
2022 - 2025 Yanyan Hu (joint supervision with Fubao Xi from Beijing Institute of Technology)
Jointly organizing
The Dutch yearly meeting of stochastics in Lunteren 2020-...
Projects
NWO VIDI: 2025-2030 Hamilton-Jacobi-Bellman equations on geodesic metric spaces
NWO: 2020-2024 Large deviations of stochastic two-scale systems
Prizes
Most enthusiastic lecturer at mathematics 2023 (by study association Christiaan Huygens)
Second prize for lecturer of the year at mathematics 2022 (by study association Christiaan Huygens)
Stieltjes prize for best mathematics PhD thesis written at a Dutch research institute (joint with Jordjo Milovic) 2016 (by Platform Wiskunde Nederland)
Before
Member and treasurer of D66 development program Route66 2022-2023
Secretary of faculty works council 2020-2023
Postdoc at the Ruhr-University of Bochum 2016-2018
Invited researcher at École Polytechnique in Paris in December 2019, May and December 2018 and September 2017
PhD student in Delft 2012-2016
Masterstudent at VU in Amsterdam 2010-2012
Chair of the mathematics study association Desda, Nijmegen 2010
Treasurer of the science faculty study association Olympus, Nijmegen 2009
Bachelorstudent in Nijmegen 2007-2010
CV.pdfMSc Thesis projects:
Interpreting partially observed processes as controlled processes
Filtering algorithms on Lie groups
Viscosity solution theory for dynamic stochastic games and the Hamilton-Jacobi-Isaacs equation
Contact me for possible math / geometry inspired internships at TNO.
Current research projects:
Giovanni Conforti, Daniela Tonon, Luca Tamanini: Well-posedness of Hamilton-Jacobi (HJ) equations on infinite dimensional spaces
Max Nendel, Fabian Fuchs and Serena Della Corte: Comparison principle for HJ-Bellman equations
Karen Habermann, Rik Versendaal: Well posedness for HJ equations on (sub)-Riemannian manifolds
Serena Della Corte: Well-posedness for HJ-Bellman equations arising from homogenisation
First-order HJB equations with boundary conditions
Mathematical filtering theory and its sensor fusion applied counterpart
Co-authors:
Francesca Collet, Giovanni Conforti, Serena Della Corte, Fabian Fuchs, Matthias Gorny, Florian Henning, Christof Külske, Alexandre Lazarescu, Christian Maes, Louis Mahé, Max Nendel, Mark Peletier, Frank Redig, Moritz Schauer, Mikola Schlottke, Daniela Tonon, Rik Versendaal, Willem van Zuijlen
PhD thesis:
Kraaij_Thesis.pdfGoogle Sites
Report abuse