Current Group

Yi-Hao (Edward) Kao
Hamid Reza Maei
Beomsoo Park
Waraporn Tongprasit
Zheng Wen

Former Doctoral Students

Michael Padilla (2011)
Postdoctoral Researcher, Nanyang Technological University
Dissertation: Intermediated Blind Portfolio Auctions¹

Xiang (Robbie) Yan (2009)
Citadel Investment Group
Dissertation: Manipulation Robustness of Collaborative Filtering Systems²

Ciamac Moallemi (2007)
Associate Professor, Graduate School of Business, Columbia University
Dissertation: A Message-Passing Paradigm for Optimization

Vivek Farias (2007)
Associate Professor, Sloan School of Management, MIT
Dissertation: Revenue Management Beyond "Estimate, Then Optimize"³

Gabriel Weintraub (2006)
Associate Professor, Graduate School of Business, Columbia University
Dissertation: Industry Dynamics, Investment, and Market Structure

Jiarui (Jared) Han (2005)
Two Sigma Investments
Dissertation: Dynamic Portfolio Management - An Approximate Linear Programming Approach

Kahn Mason (2005)
DE Shaw & Co.
Dissertation: Detecting Colluders in PageRank - Finding Slow Mixing States in a Markov Chain

David S. Choi (2003)
Postdoctoral Fellow, Harvard University
Dissertation: Optimization for Value Function Approximation

Paat Rusmevichientong (2003)
Associate Professor, Operations Research and Information Engineering, Cornell University
Dissertation: A Non-Parametric Approach to Multi-Product Pricing⁴

Daniela P. de Farias (2002)
Daniela & Luis Tango Argentino
formerly Assistant Professor, Mechanical Engineering, MIT
Dissertation: The Linear Programming Approach to Approximate Dynamic Programming⁵

Former MS Students

Nick Choo (2006)
Vegasoul Capital Management

Former BS Honors Thesis Students

Xiang (Robbie) Yan (2005)
Thesis: Transaction-Cost-Conscious Pairs Trading Via Approximate Dynamic Programming

Dave Mulford (2002)
Thesis: Server Allocation in Web Server Farms

¹ A paper based on part of this work won the 2010 INFORMS Financial Services Section Best Student Research Paper Award
² A paper based on part of this work was selected as a finalist in the 2009 INFORMS Nicholson Student Paper Competition
³ A paper based on part of this work was awarded second place prize in the 2006 MSOM Student Paper Competition
⁴ Awarded 2003 INFORMS Dantzig Dissertation Award
⁵ Awarded 2002 INFORMS Dantzig Dissertation Award