My research interests include dynamic optimization and decision making under
uncertainty. I am interested in the design of tractable approaches for dynamic optimization problems under uncertainty and their applications in electricity markets and revenue management problems.
Grants and Awards. Funding support of the following grants and awards is gratefully acknowledged.
Adobe Digital Marketing Research Award 2016 (joint with Omar Besbes and Garud Iyengar)
NSF CAREER Award CMMI 1351838 (2014-2019, $400K): "A Data-driven Robust Approach for Large Scale Dynamic Optimization"
IBM Faculty Award (2014)
Google Faculty Research Award (2013)
NSF Grant CMMI 1201116 (2012-2015, $260K): "New Methodologies for Dynamic Optimization"