Current Students

Yi-Hao (Edward) Kao
Michael Padilla
Beomsoo Park
Waraporn Tongprasit
Zheng Wen

Former Doctoral Students

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

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

Vivek Farias (2007)
Assistant Professor, Sloan School of Management, MIT
Dissertation: Revenue Management Beyond "Estimate, Then Optimize"¹

Gabriel Weintraub (2006)
Assistant 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)
Assistant Professor, Operations Research and Information Engineering, Cornell University
Dissertation: A Non-Parametric Approach to Multi-Product Pricing²

Daniela P. de Farias (2002)
Daniela & Luis Tango Argentino
formerly Assistant Professor, Mechanical Engineering, MIT
Dissertation: The Linear Programming Approach to Approximate Dynamic Programming³

Former MS Students

Nick Choo (2006)
GMO Investment 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 was awarded second place prize in the 2006 MSOM Student Paper Competition
² Awarded 2003 INFORMS Dantzig Dissertation Award
³ Awarded 2002 INFORMS Dantzig Dissertation Award