"Take care of your students, and the research will take care of itself."
Warren B. Powell is the founder and director of CASTLE Labs, and PENSA, the Princeton Laboratory for ENergy Systems Analysis. He has taught at Princeton since 1981.
Click here for a biographical summary and my c.v.
My academic family tree.
Senior research staff
Past graduate students and post-docs and their placement
- Martijn Mes - University Twente
- Stephan Meisel - University of Muenster, Germany
- Michael Coulon - University of Sussex, England
- Boris Defourny - Lehigh University, Department of Industrial and Systems Engineering
- Ricardo Collado - Stephens Institute of Technology, Business school
- Somayeh Moazeni - Stephens Institute of Technology
- Arta Jamshidi - University of Tehran
- Kris Reyes - Hedge fund
- Javad Khazaei - EDF Renewables
Ph.D. students (25):
- Daniel Jiang, 2016, "Risk Neutral and Risk Averse Approximate Dynamic Programming methods," University of Pittsburgh
- Ilya O. Ryzhov, 2011, “Information Collection in Stochastic Optimization,” First position: Assistant professor, University of Maryland business school.
- Lauren A. Hannah, 2010 - "Stochastic Search, Optimization and Regression with Energy Applications," First position: Columbia University, Statistics (following post-doc at Duke in statistics).
- Peter Frazier, 2009 – “Knowledge Gradient Methods for Statistical Learning,” First position: Assistant professor, Cornell University, Department of Operations Research and Information Engineering.
- Kazutoshi Yamazaki, 2009 – “Essays on Sequential Analysis: Multi-Armed Bandit with Availability Constraints and Sequential Change Detection and Identification,” First position: Osaka University, Center for the Study of Finance and Insurance.
- Katerina Papadaki, 2002, “Adaptive Dynamic Programming for Aging and Replenishment Processes,” First position: Assistant professor, London School of Economics (tenured)
- Huseyin Topaloglu, 2001, “Dynamic Programming Approximations for Dynamic Resource Allocation Problems,” First position: Assistant professor, Operations Research and Industrial Engineering, Cornell University (tenured)
- Mike Spivey, 2001, “The Dynamic Assignment Problem,” First position: Assistant professor, Math department, Samford University (now tenured at College of Puget Sound, Washington, D.C.)
- Zhi-Long Chen, 1997, “Algorithms for Deterministic and Stochastic Scheduling,” First position: Assistant professor, Department of Systems Engineering, University of Pennsylvania (now tenured at University of Maryland)
- Raymond K.-M. Cheung, 1993, “Dynamic Networks with Random Arc Capacities: Solution Methods and Applications,” First position: Assistant professor, Industrial engineering, Iowa State University (now tenured, Hong Kong University of Science and Technology)
- Judy Farvolden, 1989, “A Primal Partitioning Solution for the Multicommodity Network Flow Problem,” First position: Assistant professor, Industrial Engineering, University of Toronto
- Yiannis Koskosidis, 1988, “Optimization-Based Models and Algorithms for Routing and Scheduling with Time Window Constraints,” First position: Assistant professor, Department of Civil Engineering, City University of New York.
- Hugo P. Simao, 1987, “Numerical, Discrete-Time Simulation of Transportation Queueing Networks,” First position: Associate Professor, Instituto Tecnologico de Aeronautica, Brazil.
- Yan Li, 2016, "Optimal Learning in High Dimensions," IBM TJ Watson Research Labs
- Abraham George, 2005, “Optimal Learning Strtegies for Multi-Attribute Resource Allocation Problems,” First position: Research staff, Princeton University. Second position: AT&T Research Laboratories.
- Tongqiang Wu, 2004, “The Optimizing Simulator for the Military Airlift Problem,” First position: Lawrence Livermore National Laboratory.
- Tassio Carvalho, 1996, “Dynamic Control of Spatial Resource Allocation Problems,” First position: IBM Watson Research Labs.
- Linos Frantzeskakis, 1990, “Dynamic Networks with Random Arc Capacities, with Application to the Stochastic Dynamic Vehicle Allocation Problem,” First position: AT&T Bell Laboratories.
- Daniel Salas, 2014, " Approximate Dynamic Programming Algorithms for the Control of Grid Level Storage in the Presence of Renewable Generation,” Ph.D. from Chemical and Biological Engineering, First position: Thomson Reuters
- Warren R. Scott, 2012, “Portfolio Selection and Covariance Matrix Estimation using an Errors-in-Variables Factor Model with an Application to the PJM Electricity Market,”
- Jae Ho Kim, 2011, “Quantile Optimization in the Presence of Heavy-Tailed Stochastic Processes, and an Application to Electricity Markets,” Ph.D. from Electrical Engineering at Princeton. First position: Alliance Bernstein (fixed income hedge fund).
- Jun Ma, 2011, "Approximate Policy Iteration Algorithms for Continuous, Multidimensional Applications and Convergence Analysis," Startup company in electricity trading.
- Johannes Enders, 2008, “Mitigating Failure Risk in an Aging Electric Power Transmission System” Louis Dreyfus Highbridge Energy
- Juliana Nascimento, 2008, “Approximate dynamic programming for complex storage problems,” McKinsey Consulting, Sao Paolo, Brazil
- Gregory Godfrey, 2007, “Nonlinear Approximation Method for Solving Stochastic, Dynamic Resource Allocation Problems,” First position: Metron Inc.
- Arun Marar, 2002, “Information Representation in Large-Scale Resource Allocation Problems: Theory, Algorithms and Applications.” First position: Amaranth Advisers
- Joel Shapiro, 1999, “A Framework for Representing and Solving Dynamic Resource Transformation Problems,” First position: i2 Technologies.
Masters students: (10)
- Yinzhen Jin (Civil Engineering) - Development of stochastic models of the errors in wind forecasts
- Ekaterina Jager, 2008, “Sensor Management.”
- Dennis Panos, 2007, “Approximate dynamic programming and aerial refueling.”
- Jayanth Marasanapalle, 2000, “Function Approximations for Integer, Stochastic Resource Allocation Problems.”
- Tom Dong, 1998, “A Dynamic Programming Approximation for the Dynamic Assignment Problem.”
- Mike Towns, 1997, “The Impact of User Noncompliance and System Stochasticity on Dynamic Routing Problems: A Study of the Truckload Industry.”
- Sheraz Shere, 1996, “A Dynamic Programming Approximation for the Driver Assignment Problem.”
- Tony Snow, 1996, “Adaptive Labeling Algorithms for the Dynamic Assignment Problem.”
- Derek Gittoes, 1994, “A Generalized Labeling Algorithm for Solving the Dynamic Assignment Problem.”
- Mary-Ellen Noyes, 1993, “Validation and Testing of a Stochastic, Dynamic Fleet Management System.”