2020 National INFORMS Conference. National Harbor, MD, November 2020.
Professor of Decision Sciences (GWSB)
Professor of Electrical and Computer Engineering (SEAS)
The George Washington University
2201 G Street, NW
Office: 406, Funger Hall
Washington, DC 20052
Some Recent Publications
Waterfall and Agile Product Development Approaches: Disjunctive Stochastic Programming Formulations. Operations Research. Accepted, 2020. With J. Kettunen.
Risk-Based Loan Pricing: Portfolio Optimization Approach with Marginal Risk Contribution. Management Science 66 (8), 3735-3753, 2020. With S. Chun.
A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs. INFORMS Journal of Computing. Accepted, 2020. With R. Karimi, J. Cheng.
Data-Driven Optimization of Reward-Risk Ratio Measures. INFORMS Journal of Computing. Accepted, 2020. With R. Ji.
Distributionally Robust Optimization AUC Support Vector Machine Models. Operations Research Letters. Accepted, 2020. With W. Ma
Spatiotemporal Data Set for Out-of-Hospital Cardiac Arrests. INFORMS Journal of Computing. Accepted, 2020. With J. Custodio.
Regularized Deterministic and Stochastic Dual Dynamic Programming and Application to Portfolio Selection with Direct Transaction and Market Impact Costs. Engineering Optimization. Accepted, 2020. With V. Guigues, W. Tekaya.
Planning Online Advertising Using Gini Indices. Operations Research 67 (5), 1222-1245. With J. Turner.
Aeromedical Battlefield Evacuation under Endogenous Uncertainty in Casualty Delivery Times. Management Science 64 (12), 5481-5496, 2018. With F. Margot.
Relaxations for Probabilistically Constrained Stochastic Programming Problems: Review and Extensions. Annals of Operations Research. Accepted, 2018. With A. Prekopa.
Recent Advances in the Theory and Practice of Logical Analysis of Data. European Journal of Operational Research (Invited Review) 275 (1), 1-15. With V. Lozin, I. Lozina, A. Ragab, S. Yacout.
Managing Reliability and Stability Risks in Forest Harvesting. Manufacturing & Service Operations Management 19 (4), 620-638, 2017. With J. Kettunen.