“Take care of your students, and the research will take care of itself.”
Senior research staff
- Dr. Hugo Simao – Deputy director of CASTLE Labs
- Kris Reyes – Ph.D. University of Michigan
- Lina al-Kanj – Ph.D. Electrical Engineering, American University of Beirut
- Juliana Nascimento – Ph.D. Princeton University
Current graduate students:
- Xinyu He (Electrical Engineering)
- Raymond Perkins (Operations Research and Financial Engineering
- Kobby Aboagye (Operations Research and Financial Engineering)
- Donghun Lee (Computer science) – Reinforcement learning (on leave)
- Yingfei Wang (Computer Science)
- Yan Li (Operations Research and Financial Engineering)
- Daniel Jiang (Operations Research and Financial Engineering)
- Joe Durante (Electrical Engineering)
- 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.”