“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, and retired September 1, 2020.
Click here for a biographical summary and my c.v.
Senior research staff
- Dr. Hugo Simao – Deputy director of CASTLE Labs (now retired)
Current graduate students:
- Brian Cheung (ORFE)
- Ahmet Duzgun (ORFE)
- Xiaohe Luo (ORFE)
Past graduate students and post-docs and their placement (58)
- Sanjay Melkote –
- 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
- Javad Khazaei – EDF Renewables
- Kris Reyes – University of Buffalo (Materials analytics)
- Dionysios Kalogerias – Michigan State (Electrical Engineering)
- Saeed Ghadimi – University of Waterloo (Management Sciences)
- Dr. Juliana Nascimento – Optimal Dynamics (startup)
- Lina al-Kanj – Amazon
Academic placement (15):
- Donghun Lee, 2020, “Learning to Learn Optimally: A Practical Framework for Machine Learning Applications with Finite Horizon,” First position: Korea University, Department of Mathematics.
- Yingfei Wang, 2017, “Optimal Learning in High Dimensions.” First position: University of Washington business school.
- Daniel Jiang, 2016, “Risk Neutral and Risk Averse Approximate Dynamic Programming methods,” First position: University of Pittsburgh, Industrial Engineering.
- Ilya O. Ryzhov, 2011, “Information Collection in Stochastic Optimization,” First position: Assistant professor, University of Maryland business school (tenured)
- 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: Cornell University, Department of Operations Research and Information Engineering (tenured)
- Kazutoshi Yamazaki, 2009 – “Essays on Sequential Analysis: Multi-Armed Bandit with Availability Constraints and Sequential Change Detection and Identification,” First position: Osaka University (tenured)
- Katerina Papadaki, 2002, “Adaptive Dynamic Programming for Aging and Replenishment Processes,” First position: London School of Economics (tenured)
- Huseyin Topaloglu, 2001, “Dynamic Programming Approximations for Dynamic Resource Allocation Problems,” First position: Operations Research and Industrial Engineering, Cornell University (tenured)
- Mike Spivey, 2001, “The Dynamic Assignment Problem,” 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: 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: 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: Industrial Engineering, University of Toronto
- Yiannis Koskosidis, 1988, “Optimization-Based Models and Algorithms for Routing and Scheduling with Time Window Constraints,” First position: Department of Civil Engineering, City University of New York.
- Hugo P. Simao, 1987, “Numerical, Discrete-Time Simulation of Transportation Queueing Networks,” First position: Instituto Tecnologico de Aeronautica, Brazil.
Research laboratories (5):
- Yan Li, 2017, “Optimal Learning in High Dimensions,” First position: 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.
- Joseph Durante, 2020, Stochastic Dual Dynamic Programming and Backward Approximate Dynamic Programming with Integrated Crossing State Stochastic Models for Wind Power in Energy Storage Optimization, First position: Optimal Dynamics
- Weidong Han, 2019, Lookahead Approximations for Online Learning with Nonlinear Parametric Belief Models, First position: Two Sigma
- Kobby Aboagye, 2018, “Knowledge Gradient for Expensive Locally Quadratic Functions and Stochastic Optimization of Aid Allocation,” First position: Air Liquide
- Raymond Perkins, 2018, “Multistage Stochastic Programming Using Parametric Cost Function Approximations,” First position: T. Rowe Price.
- Si Chen, 2017, “Optimal Learning in Materials Science,” First position: Goldman Sachs.
- Xinyu He, 2017, “Optimal Learning for Nonlinear Parametric Belief Models,” First position: Jump Trading.
Bolong (Harvey) Cheng, 2017, “Local Approximations and Hierarchical Methods for Stochastic Optimization,” First position: SigOpt.
- 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” First position: Louis Dreyfus Highbridge Energy
- Juliana Nascimento, 2008, “Approximate dynamic programming for complex storage problems,” First position: 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 (12):
- Boyang Song – Topics in Equity and Energy Risk
- 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.”
- Karhik Sarma, 1998, “Adaptive Nonlinear Approximation Algorithms for Multiattribute Resource Scheduling Problems.”
- 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.”