“Take care of your students, and the research will take care of itself.”
Senior research staff
- Dr. Hugo Simao – Deputy director of CASTLE Labs
- Dr. Juliana Nascimento
- Lina al-Kanj – Ph.D. Electrical Engineering, American University of Beirut
- Kenza Hamidouche – Ph.D. Electrical Engineering, Rutgers University
- Saeed Ghadimi – Ph.D. Operations Research
Current graduate students:
- Brian Cheung (ORFE)
- Yura Oh (EE)
- Ahmet Duzgun (ORFE)
- Grace Lee (ORFE)
- Larry Thul (EE)
- Xiaohe Luo (ORFE)
- 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 – University of Pennsylvania (EE – post-doc)
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,” 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, Optimal Dynamics
- Weidong Han, 2019, Lookahead Approximations for Online Learning with Nonlinear Parametric Belief Models, Two Sigma
- Kobby Aboagye, 2018, “Knowledge Gradient for Expensive Locally Quadratic Functions and Stochastic Optimization of Aid Allocation,” Air Liquide
- Raymond Perkins, 2018, “Multistage Stochastic Programming Using Parametric Cost Function Approximations,” T. Rowe Price.
- Si Chen, 2017, “Optimal Learning in Materials Science,” Goldman Sachs.
- Xinyu He, 2017, “Optimal Learning for Nonlinear Parametric Belief Models,” 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” 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 (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.”