Dr Peter Jacko

Senior Lecturer

Research Overview

Peter has co-authored over 40 peer-reviewed publications which have contributed to the methodological areas of stochastic modelling, applied probability, design of experiments, performance evaluation, queueing theory, dynamic programming, optimisation, and reinforcement learning. These areas provide foundation for the modern disciplines of business analytics, data science, and artificial intelligence. The leading themes of his research are stochastic modelling of real problems and devising tractable and well-performing solutions for efficient allocation of scarce resources over time. His main research line recently has been the optimal patient-centric design of modern adaptive clinical trials, which can often be modelled as variants of the multi-armed bandit problem.

Selected Publications

The Finite-Horizon Two-Armed Bandit Problem with Binary Responses: A Multidisciplinary Survey of the History, State of the Art, and Myths
Jacko, P. 1/06/2019 Lancaster : Lancaster University Management School, 44 p.
Working paper

A Bayesian adaptive design for clinical trials in rare diseases
Williamson, F., Jacko, P., Villar, S.S., Jaki, T.F. 09/2017 In: Computational Statistics and Data Analysis. 113, p. 136-153. 17 p.
Journal article

On model-based time trend adjustments in platform trials with non-concurrent controls
Roig, M.B., Krotka, P., Burman, C., Glimm, E., Gold, S.M., Hees, K., Jacko, P., Koenig, F., Magirr, D., Mesenbrink, P., Viele, K., Posch, M. 15/08/2022 In: BMC Medical Research Methodology. 22, 1, 16 p.
Journal article

SIMPLE—A modular tool for simulating complex platform trials
Meyer, E., Mielke, T., Parke, T., Jacko, P., Koenig, F. 30/09/2023 In: SoftwareX. 23, p. 101515.
Journal article

Generalized restless bandits and the knapsack problem for perishable inventories
Graczová, D., Jacko, P. 05/2014 In: Operations Research. 62, 3, p. 696-711. 16 p.
Journal article

Lancaster Intelligent, Robotic and Autonomous Systems Centre, LIRA - Fundamentals, Optimisation

  • Centre for Health Futures
  • DSI - Foundations
  • Health Systems
  • Optimisation
  • Simulation and Stochastic Modelling
  • STOR-i Centre for Doctoral Training