Research

Many problems arising in business, engineering and science involve uncertainties due to an inability to perform accurate measurements or due to uncertainties in the future. Stochastic Programming is a way to mathematically model systems under uncertainty to help make the best possible set of decisions. My research interests lie in stochastic programming. It includes:

     ·     Theory and algorithms for stochastic programming using Monte Carlo sampling-based methods,

     ·     Simulation-based optimization,

     ·     Computational enhancements to stochastic programming algorithms.

I am also interested in applications of stochastic programming in:

     ·     Multiple resource constrained scheduling under uncertainty,

     ·     Water supply management. (an especially important problem in the arid zone of Arizona!)

Students:

     Current:

     ·     David Love (Ph.D.)

     ·     Péguy Pierre-Louis (Ph.D.)

     ·     Rebecca Stockbridge (Ph.D.)

     ·     Weini Zhang (Ph.D.)

     Graduated:

     ·     Brian Keller (Ph.D., 2009) Current position: Associate at Booz Allen Hamilton.

Friday Morning Research Meetings (FMRM):

This is an informal seminar series where we get to discuss about papers, research, etc. The meetings are every other Friday 10:00 - 11:30am @ ENGR 323.  See the current schedule. 

If you are interested in attending, please send me an email.