Address
Sloan School of Management, E40-147
Massachusetts Institute of Technology
Cambridge, MA 02139
USA
dbertsim[at]mit.edu
http://www.mit.edu/~dbertsim
Lectures
On the power of robust solutions in two-stage stochastic and
adaptive
optimization problems
On the power and limitations of affine policies in two-stage
adaptive
optimization
Short Bio
Dimitris Bertsimas is currently the Boeing Professor of Operations Research and the codirector of the Operations Research Center at the Massachusetts Institute of Technology. He has received a BS in Electrical Engineering and Computer Science at the National Technical University of Athens, Greece in 1985, a MS in Operations Research at MIT in 1987, and a Ph.D in Applied Mathematics and Operations Research at MIT in 1988. Since 1988, he has been in the MIT faculty. His research interests include optimization, stochastic systems, data mining, and their application. In recent years he has worked in robust optimization, health care and finance. He has co-authored more than 100 scientific papers and he has co-authored the following books: ``Introduction to Linear Optimization'' (with J. Tsitsiklis, Athena Scientific and Dynamic Ideas, 2008), ``Data, models and decisions'' (with R. Freund, Dynamic Ideas, 2004) and ``Optimization over Integers'' (with R. Weismantel, Dynamic Ideas, 2005). He is currently department editor in Optimization for Management Science and former area editor in Operations Research in Financial Engineering. He has supervised over 40 doctoral students and he is currently supervising 10 others. He is a member of the National Academy of Engineering, and he has received numerous research awards including the Farkas prize (2008), the Erlang prize (1996), the SIAM prize in optimization (1996), the Bodossaki prize (1998) and the Presidential Young Investigator award (1991-1996).
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JOSE BLANCHET
Address
Dept. of Industrial Engineereing & Operations Research
Columbia University
340 S.W. Mudd Building
500 W. 120 Street
New York
USA
jose.blanchet[at]columbia.edu
http://www.ieor.columbia.edu/fac-bios/blanchet/faculty.html
Lectures
Efficient Rare-event Simulation I: Basic concepts and techniques
Efficient Rare-event Simulation II: State-dependent techniques
Short Bio
Jose Blanchet is a faculty member of the IEOR at Columbia University. Jose holds a Ph.D. in Management Science and Engineering from Stanford University. Prior to joining Columbia he was a faculty member in the Statistics Department at Harvard University. Jose worked for two years as an analyst in Protego Financial Advisors, a leading investment bank in Mexico. He has research interests in applied probability and Monte Carlo methods. He was given the CAREER award for young researchers in OR in 2008. He serves in the editorial board of Advances in Applied Probability, Journal of Applied Probability, QUESTA and TOMACS. Recently he got the "2009 Best Publication Award" given by the INFORMS Applied Probability Society (the award was shared with Peter Glynn and Jingchen Liu).
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ANTON KLEYWEGT
Address
School of Industrial and Systems Engineering
Georgia Institute of Technology
Atlanta, Georgia 30332-0205
USA
anton[at]isye.gatech.edu
http://www.isye.gatech.edu/faculty/Anton_Kleywegt/
Lectures
A model of price bubbles and business cycles
Models of learning in various games
Short Bio
Anton Kleywegt received a Ph.D. from the School of Industrial Engineering at Purdue University in 1996 and since then has been a faculty member in the School of Industrial and Systems Engineering at the Georgia Institute of Technology. Anton has served on the editorial boards of Operations Research, Operations Research Letters, Transportation Science, Naval Research Logistics, and the Asia-Pacific Journal of Operational Research. Anton, with co-authors, has received best paper prizes from the Transportation Science and Logistics Society of INFORMS and the Revenue Management and Pricing Section of INFORMS. Anton is currently secretary of INFORMS.
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ANDREA LODI
Address
DEIS, Dept. of Electronics, Computer Sciences and Systems
University of Bologna
Viale Risorgimento 2
40136 Bologna
Italy
andrea.lodi[at]unibo.it
http://www.or.deis.unibo.it/andrea/Lodi_19-12-2008.pdf
Lectures
Computational mixed integer programming: A survey
Computational mixed integer programming: Selected fashionable topics
Short Bio
Andrea Lodi received a Ph.D. in System Engineering from the University
of Bologna in 2000 and he is full Professor of Operations Research at
the University of Bologna since 2007. He won the 2004-2005 IBM Herman
Goldstine Fellowship and he has visited the Mathematical Sciences
Department at IBM T.J. Watson in the periods January-September 2005 and
April-July 2006. Andrea Lodi is Associate Editor of Mathematical
Programming Series A, INFORMS Journal on Computing, Mathematical
Programming Computation and Management Science. He is Editor-in-Chief
of Optima, the Mathematical Programming Society Newsletter. Andrea Lodi
is a IBM-ILOG Cplex scientific consultant since 2006. His main research
interests are in the methodological and computational aspects of Mixed
Integer Programming and he has recently been attracted by Mixed Integer
NON Linear Programming as well. Andrea Lodi is author of more than 50
scientific papers appeared in the most prestigious journals and books
in the field of Mathematical Programming.
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